﻿<?xml version="1.0" encoding="UTF-8"?>
<dataroot xmlns:od="urn:schemas-microsoft-com:officedata" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"  xsi:noNamespaceSchemaLocation="Fields.xsd" generated="2006-05-08T17:42:59">
<Fields>
<Tag>1</Tag>
<FieldName>Account</FieldName>
<Type>String</Type>
<Desc>Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.</Desc>
<AbbrName>Acct</AbbrName>
<OverrideXMLName>Acct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>2</Tag>
<FieldName>AdvId</FieldName>
<Type>String</Type>
<Desc>Unique identifier of advertisement message.  (Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>AdvId</AbbrName>
<OverrideXMLName>AdvId</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>3</Tag>
<FieldName>AdvRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with CANCEL and REPLACE transaction types.(Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>AdvRefID</AbbrName>
<OverrideXMLName>AdvRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>4</Tag>
<FieldName>AdvSide</FieldName>
<Type>char</Type>
<Desc>Broker&apos;s side of advertised trade

Valid values: 
	B = Buy 
	S = Sell
	X = Cross
	T = Trade</Desc>
<AbbrName>AdvSide</AbbrName>
<OverrideXMLName>AdvSide</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>5</Tag>
<FieldName>AdvTransType</FieldName>
<Type>String</Type>
<Desc>Identifies advertisement message transaction typeValid values:  N = NewC = CancelR = Replace </Desc>
<AbbrName>AdvTransTyp</AbbrName>
<OverrideXMLName>AdvTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>6</Tag>
<FieldName>AvgPx</FieldName>
<Type>Price</Type>
<Desc>Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (3).  I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount.</Desc>
<AbbrName>AvgPx</AbbrName>
<OverrideXMLName>AvgPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>7</Tag>
<FieldName>BeginSeqNo</FieldName>
<Type>SeqNum</Type>
<Desc>Message sequence number of first message in range to be resent</Desc>
<AbbrName>BeginSeqNo</AbbrName>
<OverrideXMLName>BeginSeqNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>8</Tag>
<FieldName>BeginString</FieldName>
<Type>String</Type>
<Desc>Identifies beginning of new message and protocol version.  ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted)Valid values:	FIX.4.4</Desc>
<AbbrName>BeginString</AbbrName>
<OverrideXMLName>BeginString</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>9</Tag>
<FieldName>BodyLength</FieldName>
<Type>Length</Type>
<Desc>Message length, in bytes, forward to the CheckSum field.  ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted)</Desc>
<AbbrName>BodyLength</AbbrName>
<OverrideXMLName>BodyLength</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>10</Tag>
<FieldName>CheckSum</FieldName>
<Type>String</Type>
<Desc>Three byte, simple checksum  (see Volume 2: “Checksum Calculation” for description).  ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing &lt;SOH&gt;, as the end-of-message delimiter.  Always defined as three characters. (Always unencrypted)</Desc>
<AbbrName>CheckSum</AbbrName>
<OverrideXMLName>CheckSum</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>11</Tag>
<FieldName>ClOrdID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary  etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate).  Uniqueness must be guaranteed within a single trading day.  Firms, particularly those  which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure  uniqueness across days, for example by embedding a date within the ClOrdID field.</Desc>
<AbbrName>ClOrdID</AbbrName>
<OverrideXMLName>ClOrdID</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>ID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>12</Tag>
<FieldName>Commission</FieldName>
<Type>Amt</Type>
<Desc>Commission.  Note if CommType (3) is percentage, Commission of 5% should be represented as .05.</Desc>
<AbbrName>Comm</AbbrName>
<OverrideXMLName>Comm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>13</Tag>
<FieldName>CommType</FieldName>
<Type>char</Type>
<Desc>Commission typeValid values: =	per unit (implying shares, par, currency, etc) 2 = percentage3 = absolute (total monetary amount)4 =  (for CIV buy orders) percentage waived – cash discount5 =  (for CIV buy orders) percentage waived – enhanced units6 = points per bond or or contract  [Supply ContractMultiplier (23) in the &lt;Instrument&gt; component block if the object security is denominated in a size other than the industry default - 000 par for bonds.]</Desc>
<AbbrName>CommTyp</AbbrName>
<OverrideXMLName>CommTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>14</Tag>
<FieldName>CumQty</FieldName>
<Type>Qty</Type>
<Desc>Total quantity (e.g. number of shares) filled.(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>CumQty</AbbrName>
<OverrideXMLName>CumQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>15</Tag>
<FieldName>Currency</FieldName>
<Type>Currency</Type>
<Desc>Identifies currency used for price. Absence of this field is interpreted as the default for the security.  It is recommended that systems provide the currency value whenever possible.  See &quot;Appendix 6-A: Valid Currency Codes&quot; for information on obtaining valid values. </Desc>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>16</Tag>
<FieldName>EndSeqNo</FieldName>
<Type>SeqNum</Type>
<Desc>Message sequence number of last message in range to be resent.  If request is for a single message BeginSeqNo (7) = EndSeqNo.  If request is for all messages subsequent to a particular message, EndSeqNo = “0” (representing infinity).</Desc>
<AbbrName>EndSeqNo</AbbrName>
<OverrideXMLName>EndSeqNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>17</Tag>
<FieldName>ExecID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (50) =I (Order Status)).  Uniqueness must be guaranteed within a single trading day or the life of a multi-day order.  Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days.(Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>ExecID</AbbrName>
<OverrideXMLName>ExecID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>18</Tag>
<FieldName>ExecInst</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Instructions for order handling on exchange trading floor.  If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space.Valid values: = Not held2 = Work3 = Go along4 = Over the day5 = Held6 = Participate don&apos;t initiate7 = Strict scale8 = Try to scale9 = Stay on bidside0 = Stay on offersideA = No cross (cross is forbidden)B = OK to crossC = Call firstD = Percent of volume “(indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage)”E = Do not increase - DNIF = Do not reduce - DNRG = All or none - AONH = Reinstate on System Failure (mutually exclusive with Q)I = Institutions onlyJ = Reinstate on Trading Halt (mutually exclusive with K)K = Cancel on Trading Halt (mutually exclusive with L)L = Last peg (last sale)M = Mid-price peg (midprice of inside quote)N = Non-negotiableO = Opening peg
P = Market pegQ = Cancel on System Failure (mutually exclusive with H)R = Primary peg (primary market - buy at bid/sell at offer)S = SuspendT = Fixed Peg to Local best bid or offer at time of orderU = Customer Display Instruction (RuleAc-/4)V = Netting (for Forex)W = Peg to VWAPX = Trade AlongY = Try to StopZ = Cancel if Not Besta = Trailing Stop Pegb = Strict Limit (No Price Improvement)c = Ignore Price Validity Checksd = Peg to Limit Pricee = Work to Target Strategy*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>ExecInst</AbbrName>
<OverrideXMLName>ExecInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>19</Tag>
<FieldName>ExecRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with Trade Cancel and Trade Correct execution types.(Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>ExecRefID</AbbrName>
<OverrideXMLName>ExecRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>20</Tag>
<FieldName>ExecTransType</FieldName>
<Type>char</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Identifies transaction typeValid values:  0 = New  = Cancel2 = Correct3 = Status</Desc>
<AbbrName>ExecTransTyp</AbbrName>
<OverrideXMLName>ExecTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>21</Tag>
<FieldName>HandlInst</FieldName>
<Type>char</Type>
<Desc>Instructions for order handling on Broker trading floorValid values: = Automated execution order, private, no Broker intervention2 = Automated execution order, public, Broker intervention OK3 = Manual order, best execution</Desc>
<AbbrName>HandlInst</AbbrName>
<OverrideXMLName>HandlInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>22</Tag>
<FieldName>SecurityIDSource</FieldName>
<Type>String</Type>
<Desc>Identifies class or source of the SecurityID (48) value.  Required if SecurityID is specified.Valid values: = CUSIP2 = SEDOL3 = QUIK4 = ISIN number5 = RIC code6 = ISO Currency Code7 = ISO Country Code8 = Exchange Symbol9 = Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format)A = Bloomberg SymbolB = WertpapierC = DutchD = ValorenE = SicovamF = BelgianG = &quot;Common&quot; (Clearstream and Euroclear)H = Clearing House / Clearing OrganizationI = ISDA/FpML Product SpecificationJ = Options Price Reporting Authority00+ are reserved for private security identifications</Desc>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>23</Tag>
<FieldName>IOIID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of IOI message.(Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>IOIID</AbbrName>
<OverrideXMLName>IOIID</OverrideXMLName>
<BaseCatagory>Indication</BaseCatagory>
<BaseCatagoryXMLName>ID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>24</Tag>
<FieldName>IOIOthSvc  (no longer used)</FieldName>
<Type>char</Type>
<Desc>No longer used as of FIX 4.2.  Included here for reference to prior versions.</Desc>
<AbbrName>IOIOthSvc  (no longer used)</AbbrName>
<OverrideXMLName>IOIOthSvc  (no longer used)</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>25</Tag>
<FieldName>IOIQltyInd</FieldName>
<Type>char</Type>
<Desc>Relative quality of indicationValid values:L = LowM = MediumH = High</Desc>
<AbbrName>QltyInd</AbbrName>
<OverrideXMLName>QltyInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>26</Tag>
<FieldName>IOIRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with CANCEL and REPLACE, transaction types.(Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>RefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>27</Tag>
<FieldName>IOIQty</FieldName>
<Type>String</Type>
<Desc>Quantity (e.g. number of shares) in numeric form or relative size.Valid values:0 - 000000000S = SmallM = MediumL = Large</Desc>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>28</Tag>
<FieldName>IOITransType</FieldName>
<Type>char</Type>
<Desc>Identifies IOI message transaction typeValid values:  N = NewC = CancelR = Replace </Desc>
<AbbrName>TransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>29</Tag>
<FieldName>LastCapacity</FieldName>
<Type>char</Type>
<Desc>Broker capacity in order executionValid values:   = Agent2 = Cross as agent3 = Cross as principal4 = Principal</Desc>
<AbbrName>LastCpcty</AbbrName>
<OverrideXMLName>LastCpcty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>30</Tag>
<FieldName>LastMkt</FieldName>
<Type>Exchange</Type>
<Desc>Market of execution for last fill, or an indication of the market where an order was routed  Valid values:  See &quot;Appendix 6-C&quot;</Desc>
<AbbrName>LastMkt</AbbrName>
<OverrideXMLName>LastMkt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>31</Tag>
<FieldName>LastPx</FieldName>
<Type>Price</Type>
<Desc>Price of this (last) fill.  </Desc>
<AbbrName>LastPx</AbbrName>
<OverrideXMLName>LastPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>32</Tag>
<FieldName>LastQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>LastQty</AbbrName>
<OverrideXMLName>LastQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>33</Tag>
<FieldName>NoLinesOfText</FieldName>
<Type>NumInGroup</Type>
<Desc>Identifies number of lines of text body</Desc>
<AbbrName>NoLinesOfText</AbbrName>
<OverrideXMLName>NoLinesOfText</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>34</Tag>
<FieldName>MsgSeqNum</FieldName>
<Type>SeqNum</Type>
<Desc>Integer message sequence number.   </Desc>
<AbbrName>SeqNum</AbbrName>
<OverrideXMLName>SeqNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>35</Tag>
<FieldName>MsgType</FieldName>
<Type>String</Type>
<Desc>Defines message type    ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted)
Note: A &quot;U&quot; as the first character in the MsgType field (i.e. U, U2, etc) indicates that the  message format is privately defined between the sender and receiver.
Valid values:  *** Note the use of lower case letters ***
0 = Heartbeat
 = Test Request
2 = Resend Request
3 = Reject
4 = Sequence Reset
5 = Logout
6 = Indication of Interest
7 = Advertisement
8 = Execution Report
9 = Order Cancel Reject
A = Logon
B = News
C = Email
D = Order – Single
E = Order – List
F = Order Cancel Request
G= Order Cancel/Replace Request
H= Order Status Request
J = Allocation Instruction
K = List Cancel Request
L = List Execute
M = List Status Request
N = List Status
P = Allocation Instruction Ack
Q = Don’t Know Trade (DK)
R = Quote Request
S = Quote
T = Settlement Instructions
V = Market Data Request
W = Market Data-Snapshot/Full Refresh
X = Market Data-Incremental Refresh
Y = Market Data Request Reject
Z = Quote Cancel
a =  Quote Status Request
b =  Mass Quote Acknowledgement
c = Security Definition Request
d = Security Definition
e = Security Status Request
f = Security Status
g = Trading Session Status Request
h = Trading Session Status
i = Mass Quote
j = Business Message Reject
k = Bid Request 
l = Bid Response (lowercase L)
m = List Strike Price
n = XML message (e.g. non-FIX MsgType)
o = Registration Instructions
p = Registration Instructions Response
q = Order Mass Cancel Request
r = Order Mass Cancel Report
s = New Order - Cross
t = Cross Order Cancel/Replace Request (a.k.a. Cross Order Modification Request)
u = Cross Order Cancel Request
v = Security Type Request
w = Security Types
x = Security List Request
y = Security List
z = Derivative Security List Request
AA = Derivative Security List
AB = New Order - Multileg
AC = Multileg Order Cancel/Replace (a.k.a. Multileg Order Modification Request)
AD = Trade Capture Report Request
AE = Trade Capture Report
AF = Order Mass Status Request
AG = Quote Request Reject
AH = RFQ Request
AI = Quote Status Report
AJ = Quote Response
AK = Confirmation
AL = Position Maintenance Request
AM = Position Maintenance Report
AN = Request For Positions
AO = Request For Positions Ack
AP = Position Report
AQ = Trade Capture Report Request Ack
AR = Trade Capture Report Ack 
AS = Allocation Report (aka Allocation Claim)
AT = Allocation Report Ack (aka Allocation Claim Ack)
AU = Confirmation Ack (aka Affirmation)
AV = Settlement Instruction Request
AW = Assignment Report
AX = Collateral Request
AY = Collateral Assignment
AZ = Collateral Response
BA = Collateral Report
BB = Collateral Inquiry
BC = Network (Counterparty System) Status Request
BD = Network (Counterparty System) Status Response
BE = User Request
BF = User Response
BG = Collateral Inquiry Ack
BH = Confirmation Request</Desc>
<AbbrName>MsgTyp</AbbrName>
<OverrideXMLName>MsgTyp</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>36</Tag>
<FieldName>NewSeqNo</FieldName>
<Type>SeqNum</Type>
<Desc>New sequence number</Desc>
<AbbrName>NewSeqNo</AbbrName>
<OverrideXMLName>NewSeqNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>37</Tag>
<FieldName>OrderID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Order as assigned by sell-side (broker, exchange, ECN).  Uniqueness must be guaranteed within a single trading day.  Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days.</Desc>
<AbbrName>OrdID</AbbrName>
<OverrideXMLName>OrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>38</Tag>
<FieldName>OrderQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity ordered.  This represents the number of shares for equities or par, face or nominal value for FI instruments.(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>39</Tag>
<FieldName>OrdStatus</FieldName>
<Type>char</Type>
<Desc>Identifies current status of order.  Valid values: 0 = New = Partially filled2 = Filled3 = Done for day4 = Canceled5 = Replaced    (Removed/Replaced)6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped8 = Rejected9 = SuspendedA = Pending NewB = CalculatedC = ExpiredD = Accepted for biddingE = Pending Replace (e.g. result of Order Cancel/Replace Request)*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>OrdStat</AbbrName>
<OverrideXMLName>OrdStat</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>Stat</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>40</Tag>
<FieldName>OrdType</FieldName>
<Type>char</Type>
<Desc>Order type.Valid values:   = Market2 = Limit3 = Stop4 = Stop limit5 = Market on close  (No longer used)6 = With or without7 = Limit or better (Deprecated)8 = Limit with or without9 = On basisA = On close  (No longer used)B = Limit on close  (No longer used)C = Forex - Market  (No longer used)D = Previously quotedE = Previously indicatedF = Forex - Limit  (No longer used)G = Forex - SwapH = Forex - Previously Quoted  (No longer used)I = Funari (Limit Day Order with unexecuted portion handled as Market On Close.   E.g. Japan)J = Market If Touched (MIT)K = Market with Leftover as Limit (market order then unexecuted quantity becomes limit order at last price)L = Previous Fund Valuation Point (Historic pricing) (for CIV)M = Next Fund Valuation Point –(Forward pricing) (for CIV)P = Pegged *** SOME VALUES ARE NO LONGER USED - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>OrdTyp</AbbrName>
<OverrideXMLName>OrdTyp</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>Typ</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>41</Tag>
<FieldName>OrigClOrdID</FieldName>
<Type>String</Type>
<Desc>ClOrdID () of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests.</Desc>
<AbbrName>OrigClOrdID</AbbrName>
<OverrideXMLName>OrigClOrdID</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>OrigID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>42</Tag>
<FieldName>OrigTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as “GMT”))</Desc>
<AbbrName>OrigTm</AbbrName>
<OverrideXMLName>OrigTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>43</Tag>
<FieldName>PossDupFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates possible retransmission of message with this sequence numberValid values:Y = Possible duplicateN = Original transmission</Desc>
<AbbrName>PosDup</AbbrName>
<OverrideXMLName>PosDup</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>44</Tag>
<FieldName>Price</FieldName>
<Type>Price</Type>
<Desc>Price per unit of quantity (e.g. per share)</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>45</Tag>
<FieldName>RefSeqNum</FieldName>
<Type>SeqNum</Type>
<Desc>Reference message sequence number </Desc>
<AbbrName>RefSeqNum</AbbrName>
<OverrideXMLName>RefSeqNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>46</Tag>
<FieldName>RelatdSym  (no longer used)</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.</Desc>
<AbbrName>RelatdSym  (no longer used)</AbbrName>
<OverrideXMLName>RelatdSym  (no longer used)</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>47</Tag>
<FieldName>Rule80A(No Longer Used)</FieldName>
<Type>char</Type>
<Desc>No longer used as of FIX.4.4. Included here for reference to prior versions.Note that the name of this field is changing to “OrderCapacity” as Rule80A is a very US market-specific term. Other world markets need to convey similar information, however, often a subset of the US values.   See the “Rule80A (aka OrderCapacity) Usage by Market” appendix for market-specific usage of this field.Valid values:A = Agency single orderB = Short exempt transaction (refer to A type)C = Program Order, non-index arb, for Member firm/orgD = Program Order, index arb, for Member firm/orgE = Short Exempt Transaction for Principal (was incorrectly identified in the FIX spec as “Registered Equity Market Maker trades”)F = Short exempt transaction (refer to W type)H = Short exempt transaction (refer to I type)I  = Individual Investor, single orderJ = Program Order, index arb, for individual customerK = Program Order, non-index arb, for individual customerL = Short exempt transaction for member competing market-maker affiliated with the firm clearing the trade (refer to P and O types)M = Program Order, index arb, for other memberN = Program Order, non-index arb, for other memberO = Proprietary transactions for competing market-maker that is affiliated with the clearing member (was incorrectly identified in the FIX spec as “Competing dealer trades”)P = PrincipalR = Transactions for the account of a non-member competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”)S = Specialist tradesT = Transactions for the account of an unaffiliated member’s competing market maker (was incorrectly identified in the FIX spec as “Competing dealer trades”)U = Program Order, index arb, for other agencyW = All other orders as agent for other memberX = Short exempt transaction for member competing market-maker not affiliated with the firm clearing the trade (refer to W and T types)Y = Program Order, non-index arb, for other agencyZ = Short exempt transaction for non-member competing market-maker (refer to A and R types)</Desc>
<AbbrName>Rule80A</AbbrName>
<OverrideXMLName>Rule80A</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>48</Tag>
<FieldName>SecurityID</FieldName>
<Type>String</Type>
<Desc>Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc).  Requires SecurityIDSource.</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>49</Tag>
<FieldName>SenderCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify firm sending message.</Desc>
<AbbrName>SID</AbbrName>
<OverrideXMLName>SID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>50</Tag>
<FieldName>SenderSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator (desk, trader, etc.)</Desc>
<AbbrName>SSub</AbbrName>
<OverrideXMLName>SSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>51</Tag>
<FieldName>SendingDate  (no longer used)</FieldName>
<Type>LocalMktDate</Type>
<Desc>No longer used.  Included here for reference to prior versions.</Desc>
<AbbrName>SndgDt  (no longer used)</AbbrName>
<OverrideXMLName>SndgDt  (no longer used)</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>52</Tag>
<FieldName>SendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<AbbrName>SndgTm</AbbrName>
<OverrideXMLName>Snt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>53</Tag>
<FieldName>Quantity</FieldName>
<Type>Qty</Type>
<Desc>Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>54</Tag>
<FieldName>Side</FieldName>
<Type>char</Type>
<Desc>Side of orderValid values: = Buy2 = Sell3 = Buy minus4 = Sell plus5 = Sell short6 = Sell short exempt7  = Undisclosed (valid for IOI and List Order messages only)8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs)9 = Cross shortA = Cross short exemptB = “As Defined” (for use with multileg instruments)C = “Opposite” (for use with multileg instruments)D = Subscribe (e.g. CIV)E = Redeem (e.g. CIV)F = Lend (FINANCING - identifies direction of collateral)G = Borrow  (FINANCING - identifies direction of collateral)(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>Side</AbbrName>
<OverrideXMLName>Side</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>55</Tag>
<FieldName>Symbol</FieldName>
<Type>String</Type>
<Desc>Ticker symbol. Common, &quot;human understood&quot; representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles)Use “[N/A]” for products which do not have a symbol.</Desc>
<AbbrName>Sym</AbbrName>
<OverrideXMLName>Sym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>56</Tag>
<FieldName>TargetCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify receiving firm.</Desc>
<AbbrName>TID</AbbrName>
<OverrideXMLName>TID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>57</Tag>
<FieldName>TargetSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific individual or unit intended to receive message.  “ADMIN” reserved for administrative messages not intended for a specific user.</Desc>
<AbbrName>TSub</AbbrName>
<OverrideXMLName>TSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>58</Tag>
<FieldName>Text</FieldName>
<Type>String</Type>
<Desc>Free format text string(Note: this field does not have a specified maximum length)</Desc>
<AbbrName>Txt</AbbrName>
<OverrideXMLName>Txt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>59</Tag>
<FieldName>TimeInForce</FieldName>
<Type>char</Type>
<Desc>Specifies how long the order remains in effect.  Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders.Valid values:  0 = Day (or session) = Good Till Cancel  (GTC)2 = At the Opening  (OPG)3 = Immediate or Cancel  (IOC)4 = Fill or Kill  (FOK)5 = Good Till Crossing  (GTX)6 = Good Till Date7 = At the Close (see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>TmInForce</AbbrName>
<OverrideXMLName>TmInForce</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>60</Tag>
<FieldName>TransactTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<AbbrName>TxnTm</AbbrName>
<OverrideXMLName>TxnTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>61</Tag>
<FieldName>Urgency</FieldName>
<Type>char</Type>
<Desc>Urgency flagValid values:  0 = Normal = Flash2 = Background</Desc>
<AbbrName>Urgency</AbbrName>
<OverrideXMLName>Urgency</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>62</Tag>
<FieldName>ValidUntilTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<AbbrName>ValidUntilTm</AbbrName>
<OverrideXMLName>ValidUntilTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>63</Tag>
<FieldName>SettlType</FieldName>
<Type>char</Type>
<Desc>Indicates order settlement period. If present, SettlDate (64) overrides this field.  If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular)Regular is defined as the default settlement period for the particular security on the exchange of execution.In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous.  In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and “when-issued” securities.  Supplying a value of “7” clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue.Valid values:0 = Regular = Cash2 = Next Day (T+)3 = T+24 = T+35 = T+46 = Future7 = When And If Issued8 = Sellers Option9 = T+ 5A = T+ (Removed in FIX 4.4, use &quot;2 = Next Day (T+)&quot; value)</Desc>
<AbbrName>SettlTyp</AbbrName>
<OverrideXMLName>SettlTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>64</Tag>
<FieldName>SettlDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Specific date of trade settlement (SettlementDate) in YYYYMMDD format.  If present, this field overrides SettlType (63). This field is required if the value of  SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued)(expressed in local time at place of settlement)</Desc>
<AbbrName>SettlDt</AbbrName>
<OverrideXMLName>SettlDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>65</Tag>
<FieldName>SymbolSfx</FieldName>
<Type>String</Type>
<Desc>Additional information about the security (e.g. preferred, warrants, etc.).   Note also see SecurityType (67).Valid values:  As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch DirectoryFixed Income use:WI = “When Issued” for a security to be reissued under an old CUSIP or ISINCD = a EUCP with lump-sum interest rather than discount price</Desc>
<AbbrName>Sfx</AbbrName>
<OverrideXMLName>Sfx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>66</Tag>
<FieldName>ListID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for list as assigned by institution, used to associate multiple individual orders.  Uniqueness must be guaranteed within a single trading day.  Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days.</Desc>
<AbbrName>ListID</AbbrName>
<OverrideXMLName>ListID</OverrideXMLName>
<BaseCatagory>ProgramTrading</BaseCatagory>
<BaseCatagoryXMLName>ID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>67</Tag>
<FieldName>ListSeqNo</FieldName>
<Type>int</Type>
<Desc>Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25,   . . . )</Desc>
<AbbrName>ListSeqNo</AbbrName>
<OverrideXMLName>ListSeqNo</OverrideXMLName>
<BaseCatagory>ProgramTrading</BaseCatagory>
<BaseCatagoryXMLName>SeqNo</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>68</Tag>
<FieldName>TotNoOrders</FieldName>
<Type>int</Type>
<Desc>Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation.(Prior to FIX 4.2 this field was named &quot;ListNoOrds&quot;)</Desc>
<AbbrName>TotNoOrds</AbbrName>
<OverrideXMLName>TotNoOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>69</Tag>
<FieldName>ListExecInst</FieldName>
<Type>String</Type>
<Desc>Free format text message containing list handling and execution instructions.</Desc>
<AbbrName>ListExecInst</AbbrName>
<OverrideXMLName>ListExecInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>70</Tag>
<FieldName>AllocID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for allocation message.(Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>AllocID</AbbrName>
<OverrideXMLName>AllocID</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>ID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>71</Tag>
<FieldName>AllocTransType</FieldName>
<Type>char</Type>
<Desc>Identifies allocation transaction typeValid values:0 = New = Replace2 = Cancel3 = Preliminary (without MiscFees and NetMoney) (Removed/Replaced)4 = Calculated (includes MiscFees and NetMoney) (Removed/Replaced)5 = Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced)*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***</Desc>
<AbbrName>TransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>72</Tag>
<FieldName>RefAllocID</FieldName>
<Type>String</Type>
<Desc>Reference identifier to be used with AllocTransType (7) =Replace or Cancel.(Prior to FIX 4. this field was of type int)</Desc>
<AbbrName>RefAllocID</AbbrName>
<OverrideXMLName>RefAllocID</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>RefID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>73</Tag>
<FieldName>NoOrders</FieldName>
<Type>NumInGroup</Type>
<Desc>Indicates number of orders to be combined for average pricing and allocation.</Desc>
<AbbrName>NoOrds</AbbrName>
<OverrideXMLName>NoOrds</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>74</Tag>
<FieldName>AvgPxPrecision</FieldName>
<Type>int</Type>
<Desc>Indicates number of decimal places to be used for average pricing.  Absence of this field indicates that default precision arranged by the broker/institution is to be used.</Desc>
<AbbrName>AvgPxPrcsn</AbbrName>
<OverrideXMLName>AvgPxPrcsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>75</Tag>
<FieldName>TradeDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Indicates date of trade referenced in this message in YYYYMMDD format.  Absence of this field indicates current day (expressed in local time at place of trade).</Desc>
<AbbrName>TrdDt</AbbrName>
<OverrideXMLName>TrdDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>76</Tag>
<FieldName>ExecBroker</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Identifies executing / give-up broker.  Standard NASD market-maker mnemonic is preferred.</Desc>
<AbbrName>ExecBrkr</AbbrName>
<OverrideXMLName>ExecBrkr</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>77</Tag>
<FieldName>PositionEffect</FieldName>
<Type>char</Type>
<Desc>Indicates whether the resulting position after a  trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together.Valid Values:O = Open C = CloseR = RolledF = FIFO</Desc>
<AbbrName>PosEfct</AbbrName>
<OverrideXMLName>PosEfct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>78</Tag>
<FieldName>NoAllocs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of  repeating AllocAccount (79)/AllocPrice (366) entries.</Desc>
<AbbrName>NoAllocs</AbbrName>
<OverrideXMLName>NoAllocs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>79</Tag>
<FieldName>AllocAccount</FieldName>
<Type>String</Type>
<Desc>Sub-account mnemonic</Desc>
<AbbrName>Acct</AbbrName>
<OverrideXMLName>Acct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>80</Tag>
<FieldName>AllocQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity  to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>81</Tag>
<FieldName>ProcessCode</FieldName>
<Type>char</Type>
<Desc>Processing code for sub-account.  Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade.Valid values:0 = regular = soft dollar2 = step-in3 = step-out4 = soft-dollar step-in5 = soft-dollar step-out6 = plan sponsor </Desc>
<AbbrName>ProcCode</AbbrName>
<OverrideXMLName>ProcCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>82</Tag>
<FieldName>NoRpts</FieldName>
<Type>int</Type>
<Desc>Total number of reports within series.</Desc>
<AbbrName>NoRpts</AbbrName>
<OverrideXMLName>NoRpts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>83</Tag>
<FieldName>RptSeq</FieldName>
<Type>int</Type>
<Desc>Sequence number of message within report series.</Desc>
<AbbrName>RptSeq</AbbrName>
<OverrideXMLName>RptSeq</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>84</Tag>
<FieldName>CxlQty</FieldName>
<Type>Qty</Type>
<Desc>Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>CxlQty</AbbrName>
<OverrideXMLName>CxlQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>85</Tag>
<FieldName>NoDlvyInst</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of delivery instruction fields in repeating group.Note this field was removed in FIX 4. and reinstated in FIX 4.4.</Desc>
<AbbrName>NoDlvyInst</AbbrName>
<OverrideXMLName>NoDlvyInst</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>86</Tag>
<FieldName>DlvyInst</FieldName>
<Type>String</Type>
<Desc>Free format text field to indicate delivery instructionsNo longer used.  Included here for reference to prior versions.</Desc>
<AbbrName>DlvyInst</AbbrName>
<OverrideXMLName>DlvyInst</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>87</Tag>
<FieldName>AllocStatus</FieldName>
<Type>int</Type>
<Desc>Identifies status of allocation.Valid values:0 = accepted (successfully processed) = block level reject2 = account level reject3 = received (received, not yet processed)4 = incomplete5 = rejected by intermediary</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>Stat</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>88</Tag>
<FieldName>AllocRejCode</FieldName>
<Type>int</Type>
<Desc>Identifies reason for rejection.Valid values:0 = unknown account(s) = incorrect quantity2 = incorrect average price3 = unknown executing broker mnemonic4 = commission difference5 = unknown OrderID (37)6 = unknown ListID (66)7 = other (further in Note 58=)8 = incorrect allocated quantity9 = calculation difference0 = unknown or stale ExecID (7) = mismatched data value (further in Note 58=)2 = unknown ClOrdID ()3 = warehouse request rejected</Desc>
<AbbrName>RejCode</AbbrName>
<OverrideXMLName>RejCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>89</Tag>
<FieldName>Signature</FieldName>
<Type>data</Type>
<Desc>Electronic signature</Desc>
<AbbrName>Signature</AbbrName>
<OverrideXMLName>Signature</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>90</Tag>
<FieldName>SecureDataLen</FieldName>
<Type>Length</Type>
<Desc>Length of encrypted message</Desc>
<LenRefers>91</LenRefers>
<AbbrName>SecureDataLen</AbbrName>
<OverrideXMLName>SecureDataLen</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>91</Tag>
<FieldName>SecureData</FieldName>
<Type>data</Type>
<Desc>Actual encrypted data stream</Desc>
<AbbrName>SecureData</AbbrName>
<OverrideXMLName>SecureData</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>92</Tag>
<FieldName>BrokerOfCredit</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Broker to receive trade credit.</Desc>
<AbbrName>BrkrOfCredit</AbbrName>
<OverrideXMLName>BrkrOfCred</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>93</Tag>
<FieldName>SignatureLength</FieldName>
<Type>Length</Type>
<Desc>Number of bytes in signature field.</Desc>
<LenRefers>89</LenRefers>
<AbbrName>SignatureLength</AbbrName>
<OverrideXMLName>SignatureLength</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>94</Tag>
<FieldName>EmailType</FieldName>
<Type>char</Type>
<Desc>Email message type.Valid values:0 = New = Reply2 = Admin Reply</Desc>
<AbbrName>EmailTyp</AbbrName>
<OverrideXMLName>EmailTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>95</Tag>
<FieldName>RawDataLength</FieldName>
<Type>Length</Type>
<Desc>Number of bytes in raw data field.</Desc>
<LenRefers>96</LenRefers>
<AbbrName>RawDataLength</AbbrName>
<OverrideXMLName>RawDataLength</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>96</Tag>
<FieldName>RawData</FieldName>
<Type>data</Type>
<Desc>Unformatted raw data, can include bitmaps, word processor documents, etc.</Desc>
<AbbrName>RawData</AbbrName>
<OverrideXMLName>RawData</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>97</Tag>
<FieldName>PossResend</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that message may contain information that has been sent under another sequence number.Valid Values: Y=Possible resend N=Original transmission</Desc>
<AbbrName>PosRsnd</AbbrName>
<OverrideXMLName>PosRsnd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>98</Tag>
<FieldName>EncryptMethod</FieldName>
<Type>int</Type>
<Desc>Method of encryption.Valid values:0 = None / other = PKCS (proprietary)2 = DES (ECB mode)3 = PKCS/DES (proprietary)4 = PGP/DES (defunct)5 = PGP/DES-MD5  (see app note on FIX web site)6 = PEM/DES-MD5  (see app note on FIX web site)</Desc>
<AbbrName>EncryptMethod</AbbrName>
<OverrideXMLName>EncryptMethod</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>99</Tag>
<FieldName>StopPx</FieldName>
<Type>Price</Type>
<Desc>Price per unit of quantity (e.g. per share)</Desc>
<AbbrName>StopPx</AbbrName>
<OverrideXMLName>StopPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>100</Tag>
<FieldName>ExDestination</FieldName>
<Type>Exchange</Type>
<Desc>Execution destination as defined by institution when order is entered.Valid values:See &quot;Appendix 6-C&quot;</Desc>
<AbbrName>ExDest</AbbrName>
<OverrideXMLName>ExDest</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>101</Tag>
<FieldName>Not Defined 101</FieldName>
<Type></Type>
<Desc>This field has not been defined.</Desc>
<AbbrName>Not Defined 101</AbbrName>
<OverrideXMLName>Not Defined 101</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>102</Tag>
<FieldName>CxlRejReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for cancel rejection.Valid values:0 = Too late to cancel = Unknown order2 = Broker / Exchange Option3 = Order already in Pending Cancel or Pending Replace status4 = Unable to process Order Mass Cancel Request5 = OrigOrdModTime (586) did not match last TransactTime (60) of order6 = Duplicate ClOrdID () received99 = Other</Desc>
<AbbrName>CxlRejRsn</AbbrName>
<OverrideXMLName>CxlRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>103</Tag>
<FieldName>OrdRejReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for order rejection.Valid values:0 = Broker / Exchange option = Unknown symbol2 = Exchange closed3 = Order exceeds limit4 = Too late to enter5 = Unknown Order6 = Duplicate Order (e.g. dupe ClOrdID ())7 = Duplicate of a verbally communicated order8 = Stale Order9 = Trade Along required0 = Invalid Investor ID = Unsupported order characteristic2 = Surveillence Option3 = Incorrect quantity4 = Incorrect allocated quantity5 = Unknown account(s)99 = OtherNote: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors.</Desc>
<AbbrName>RejRsn</AbbrName>
<OverrideXMLName>RejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>104</Tag>
<FieldName>IOIQualifier</FieldName>
<Type>char</Type>
<Desc>Code to qualify IOI use.Valid values:A = All or noneB = Market On Close (MOC) (held to close)C = At the close (around/not held to close)D = VWAP (Volume Weighted Avg Price)I = In touch withL = LimitM = More behindO = At the openP = Taking a positionQ = At the Market (previously called Current Quote)R = Ready to tradeS = Portfolio shownT = Through the dayV = VersusW = Indication - Working awayX = Crossing opportunityY = At the MidpointZ = Pre-open(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>Qual</AbbrName>
<OverrideXMLName>Qual</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>105</Tag>
<FieldName>WaveNo</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.</Desc>
<AbbrName>WaveNo</AbbrName>
<OverrideXMLName>WaveNo</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>106</Tag>
<FieldName>Issuer</FieldName>
<Type>String</Type>
<Desc>Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: &quot;PRODUCT: FIXED INCOME - Euro Issuer Values&quot;</Desc>
<AbbrName>Issr</AbbrName>
<OverrideXMLName>Issr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>107</Tag>
<FieldName>SecurityDesc</FieldName>
<Type>String</Type>
<Desc>Security description. </Desc>
<AbbrName>Desc</AbbrName>
<OverrideXMLName>Desc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>108</Tag>
<FieldName>HeartBtInt</FieldName>
<Type>int</Type>
<Desc>Heartbeat interval (seconds) </Desc>
<AbbrName>HeartBtInt</AbbrName>
<OverrideXMLName>HeartBtInt</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>109</Tag>
<FieldName>ClientID</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Firm identifier used in third party-transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID). </Desc>
<AbbrName>ClientID</AbbrName>
<OverrideXMLName>ClID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>110</Tag>
<FieldName>MinQty</FieldName>
<Type>Qty</Type>
<Desc>Minimum quantity of an order to be executed. 
(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>MinQty</AbbrName>
<OverrideXMLName>MinQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>111</Tag>
<FieldName>MaxFloor</FieldName>
<Type>Qty</Type>
<Desc>Maximum quantity (e.g. number of shares) within an order to be shown on the exchange floor at any given time. 
(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>MaxFloor</AbbrName>
<OverrideXMLName>MaxFloor</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>112</Tag>
<FieldName>TestReqID</FieldName>
<Type>String</Type>
<Desc>Identifier included in Test Request message to be returned in resulting Heartbeat</Desc>
<AbbrName>TestReqID</AbbrName>
<OverrideXMLName>TestReqID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>113</Tag>
<FieldName>ReportToExch</FieldName>
<Type>Boolean</Type>
<Desc>Identifies party of trade responsible for exchange reporting.Valid values:Y = Indicates that party receiving message must report tradeN = Indicates that party sending message will report trade</Desc>
<AbbrName>RptToExch</AbbrName>
<OverrideXMLName>RptToExch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>114</Tag>
<FieldName>LocateReqd</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether the broker is to locate the stock in conjunction with a short sell order.

Valid values:Y = Indicates the broker is responsible for locating the stockN = Indicates the broker is not required to locate</Desc>
<AbbrName>LocReqd</AbbrName>
<OverrideXMLName>LocReqd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>115</Tag>
<FieldName>OnBehalfOfCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify firm originating message if the message was delivered by a third party  i.e.   the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field.</Desc>
<AbbrName>OBID</AbbrName>
<OverrideXMLName>OBID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>116</Tag>
<FieldName>OnBehalfOfSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party</Desc>
<AbbrName>OBSub</AbbrName>
<OverrideXMLName>OBSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>117</Tag>
<FieldName>QuoteID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for quote</Desc>
<AbbrName>QID</AbbrName>
<OverrideXMLName>QID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>118</Tag>
<FieldName>NetMoney</FieldName>
<Type>Amt</Type>
<Desc>Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution.</Desc>
<AbbrName>NetMny</AbbrName>
<OverrideXMLName>NetMny</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>119</Tag>
<FieldName>SettlCurrAmt</FieldName>
<Type>Amt</Type>
<Desc>Total amount due expressed in settlement currency (includes the effect of the forex transaction)</Desc>
<AbbrName>SettlCurrAmt</AbbrName>
<OverrideXMLName>SettlCurrAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>120</Tag>
<FieldName>SettlCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency code of settlement denomination. </Desc>
<AbbrName>SettlCcy</AbbrName>
<OverrideXMLName>SettlCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>121</Tag>
<FieldName>ForexReq</FieldName>
<Type>Boolean</Type>
<Desc>Indicates request for forex accommodation trade to be executed along with security transaction.Valid values:Y = Execute Forex after security tradeN = Do not execute Forex after security trade</Desc>
<AbbrName>ForexReq</AbbrName>
<OverrideXMLName>ForexReq</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>122</Tag>
<FieldName>OrigSendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) when transmitting orders as the result of a resend request.</Desc>
<AbbrName>OrigSndTm</AbbrName>
<OverrideXMLName>OrigSnt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>123</Tag>
<FieldName>GapFillFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that the Sequence Reset message is replacing administrative or application messages which will not be resent.Valid values:Y = Gap Fill message, MsgSeqNum field validN = Sequence Reset, ignore MsgSeqNum</Desc>
<AbbrName>GapFillFlag</AbbrName>
<OverrideXMLName>GapFillFlag</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>124</Tag>
<FieldName>NoExecs</FieldName>
<Type>NumInGroup</Type>
<Desc>No of execution repeating group entries to follow.</Desc>
<AbbrName>NoExecs</AbbrName>
<OverrideXMLName>NoExecs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>125</Tag>
<FieldName>CxlType</FieldName>
<Type>char</Type>
<Desc>No longer used.  Included here for reference to prior versions.</Desc>
<AbbrName>CxlTyp</AbbrName>
<OverrideXMLName>CxlTyp</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>126</Tag>
<FieldName>ExpireTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as “GMT”) The meaning of expiration is specific to the context where the field is used.For orders, this is the expiration time of a Good Til Date TimeInForce.For Quotes - this is the expiration of the quote.Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process.For collateral requests, this is the time by which collateral must be assigned.For collateral assignments, this is the time by which a response to the assignment is expected.</Desc>
<AbbrName>ExpireTm</AbbrName>
<OverrideXMLName>ExpireTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>127</Tag>
<FieldName>DKReason</FieldName>
<Type>char</Type>
<Desc>Reason for execution rejection.Valid values:A =  Unknown symbolB = Wrong sideC = Quantity exceeds orderD = No matching orderE = Price exceeds limitF = Calculation differenceZ = Other</Desc>
<AbbrName>DkRsn</AbbrName>
<OverrideXMLName>DkRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>128</Tag>
<FieldName>DeliverToCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party   i.e.  the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field.</Desc>
<AbbrName>D2ID</AbbrName>
<OverrideXMLName>D2ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>129</Tag>
<FieldName>DeliverToSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party</Desc>
<AbbrName>D2Sub</AbbrName>
<OverrideXMLName>D2Sub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>130</Tag>
<FieldName>IOINaturalFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity.Valid values:Y = NaturalN = Not natural</Desc>
<AbbrName>NatFlag</AbbrName>
<OverrideXMLName>NatFlag</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>131</Tag>
<FieldName>QuoteReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for quote request</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>132</Tag>
<FieldName>BidPx</FieldName>
<Type>Price</Type>
<Desc>Bid price/rate</Desc>
<AbbrName>BidPx</AbbrName>
<OverrideXMLName>BidPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>133</Tag>
<FieldName>OfferPx</FieldName>
<Type>Price</Type>
<Desc>Offer price/rate</Desc>
<AbbrName>OfrPx</AbbrName>
<OverrideXMLName>OfrPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>134</Tag>
<FieldName>BidSize</FieldName>
<Type>Qty</Type>
<Desc>Quantity of bid(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>BidSz</AbbrName>
<OverrideXMLName>BidSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>135</Tag>
<FieldName>OfferSize</FieldName>
<Type>Qty</Type>
<Desc>Quantity of offer(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>OfrSz</AbbrName>
<OverrideXMLName>OfrSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>136</Tag>
<FieldName>NoMiscFees</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating groups of miscellaneous fees</Desc>
<AbbrName>NoMiscFees</AbbrName>
<OverrideXMLName>NoMiscFees</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>137</Tag>
<FieldName>MiscFeeAmt</FieldName>
<Type>Amt</Type>
<Desc>Miscellaneous fee value</Desc>
<AbbrName>Amt</AbbrName>
<OverrideXMLName>Amt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>138</Tag>
<FieldName>MiscFeeCurr</FieldName>
<Type>Currency</Type>
<Desc>Currency of miscellaneous fee</Desc>
<AbbrName>Curr</AbbrName>
<OverrideXMLName>Curr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>139</Tag>
<FieldName>MiscFeeType</FieldName>
<Type>char</Type>
<Desc>Indicates type of miscellaneous fee.Valid values: = Regulatory (e.g. SEC)2 = Tax3 = Local Commission4 = Exchange Fees5 = Stamp6 = Levy7 = Other8 = Markup9 = Consumption Tax0 = Per transaction = Conversion2 = Agent</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>140</Tag>
<FieldName>PrevClosePx</FieldName>
<Type>Price</Type>
<Desc>Previous closing price of security.</Desc>
<AbbrName>PrevClsPx</AbbrName>
<OverrideXMLName>PrevClsPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>141</Tag>
<FieldName>ResetSeqNumFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that the both sides of the FIX session should reset sequence numbers.Valid values:Y = Yes, reset sequence numbersN = No</Desc>
<AbbrName>ResetSeqNumFlag</AbbrName>
<OverrideXMLName>ResetSeqNumFlag</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>142</Tag>
<FieldName>SenderLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader)</Desc>
<AbbrName>SLoc</AbbrName>
<OverrideXMLName>SLoc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>143</Tag>
<FieldName>TargetLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message destination’s location (i.e. geographic location and/or desk, trader)</Desc>
<AbbrName>TLoc</AbbrName>
<OverrideXMLName>TLoc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>144</Tag>
<FieldName>OnBehalfOfLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message originator’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party</Desc>
<AbbrName>OBLoc</AbbrName>
<OverrideXMLName>OBLoc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>145</Tag>
<FieldName>DeliverToLocationID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific message recipient’s location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party</Desc>
<AbbrName>D2Loc</AbbrName>
<OverrideXMLName>D2Loc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>146</Tag>
<FieldName>NoRelatedSym</FieldName>
<Type>NumInGroup</Type>
<Desc>Specifies the number of repeating symbols specified.</Desc>
<AbbrName>NoReltdSym</AbbrName>
<OverrideXMLName>NoReltdSym</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>147</Tag>
<FieldName>Subject</FieldName>
<Type>String</Type>
<Desc>The subject of an Email message</Desc>
<AbbrName>Subject</AbbrName>
<OverrideXMLName>Subject</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>148</Tag>
<FieldName>Headline</FieldName>
<Type>String</Type>
<Desc>The headline of a News message</Desc>
<AbbrName>Headline</AbbrName>
<OverrideXMLName>Headline</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>149</Tag>
<FieldName>URLLink</FieldName>
<Type>String</Type>
<Desc>A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html)See &quot;Appendix 6-B FIX Fields Based Upon Other Standards&quot;</Desc>
<AbbrName>URL</AbbrName>
<OverrideXMLName>URL</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>150</Tag>
<FieldName>ExecType</FieldName>
<Type>char</Type>
<Desc>Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) Valid values: 0 = New = Partial fill   (Replaced)2 = Fill  (Replaced)3 = Done for day4 = Canceled5 = Replace6 = Pending Cancel  (e.g. result of Order Cancel Request)7 = Stopped8 = Rejected9 = SuspendedA = Pending NewB = CalculatedC = ExpiredD = Restated (ExecutionRpt sent unsolicited by sellside, with ExecRestatementReason (378) set)E = Pending Replace (e.g. result of Order Cancel/Replace Request)F = Trade (partial fill or fill)G = Trade Correct (formerly an ExecTransType (20))H = Trade Cancel (formerly an ExecTransType)I = Order Status (formerly an ExecTransType)*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***</Desc>
<AbbrName>ExecTyp</AbbrName>
<OverrideXMLName>ExecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>151</Tag>
<FieldName>LeavesQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) – CumQty (4).(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>LeavesQty</AbbrName>
<OverrideXMLName>LeavesQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>152</Tag>
<FieldName>CashOrderQty</FieldName>
<Type>Qty</Type>
<Desc>Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares).  The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages.</Desc>
<AbbrName>Cash</AbbrName>
<OverrideXMLName>Cash</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>153</Tag>
<FieldName>AllocAvgPx</FieldName>
<Type>Price</Type>
<Desc>AvgPx (6) for a specific AllocAccount (79)For Fixed Income this is always expressed as “percent of par” price type.</Desc>
<AbbrName>AvgPx</AbbrName>
<OverrideXMLName>AvgPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>154</Tag>
<FieldName>AllocNetMoney</FieldName>
<Type>Amt</Type>
<Desc>NetMoney (8) for a specific AllocAccount (79)</Desc>
<AbbrName>NetMny</AbbrName>
<OverrideXMLName>NetMny</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>155</Tag>
<FieldName>SettlCurrFxRate</FieldName>
<Type>float</Type>
<Desc>Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20)</Desc>
<AbbrName>SettlCurrFxRt</AbbrName>
<OverrideXMLName>SettlCurrFxRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>156</Tag>
<FieldName>SettlCurrFxRateCalc</FieldName>
<Type>char</Type>
<Desc>Specifies whether or not SettlCurrFxRate (55) should be multiplied or divided.M = MultiplyD = Divide</Desc>
<AbbrName>SettlCurrFxRtCalc</AbbrName>
<OverrideXMLName>SettlCurrFxRtCalc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>157</Tag>
<FieldName>NumDaysInterest</FieldName>
<Type>int</Type>
<Desc>Number of Days of Interest for convertible bonds and fixed income. Note value may be negative.</Desc>
<AbbrName>NumDaysInt</AbbrName>
<OverrideXMLName>NumDaysInt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>158</Tag>
<FieldName>AccruedInterestRate</FieldName>
<Type>Percentage</Type>
<Desc>The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer.  Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond.</Desc>
<AbbrName>AcrdIntRt</AbbrName>
<OverrideXMLName>AcrdIntRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>159</Tag>
<FieldName>AccruedInterestAmt</FieldName>
<Type>Amt</Type>
<Desc>Amount of Accrued Interest for convertible bonds and fixed income</Desc>
<AbbrName>AcrdIntAmt</AbbrName>
<OverrideXMLName>AcrdIntAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>160</Tag>
<FieldName>SettlInstMode</FieldName>
<Type>char</Type>
<Desc>Indicates mode used for Settlement Instructions message.Valid values:  0 = Default  (Replaced) = Standing Instructions Provided2 = Specific Allocation Account Overriding  (Replaced)3 = Specific Allocation Account Standing  (Replaced)4 = Specific Order for a single account (for CIV)5 = Request reject*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***</Desc>
<AbbrName>SettlInstMode</AbbrName>
<OverrideXMLName>SettlInstMode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>161</Tag>
<FieldName>AllocText</FieldName>
<Type>String</Type>
<Desc>Free format text related to a specific AllocAccount (79).</Desc>
<AbbrName>Text</AbbrName>
<OverrideXMLName>Txt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>162</Tag>
<FieldName>SettlInstID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Settlement Instruction.</Desc>
<AbbrName>SettlInstID</AbbrName>
<OverrideXMLName>SettlInstID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>163</Tag>
<FieldName>SettlInstTransType</FieldName>
<Type>char</Type>
<Desc>Settlement Instructions message transaction typeValid values:  N = NewC = CancelR = Replace T = Restate (used where the Settlement Instruction is being used to communicate standing instructions which have not been changed or added to)</Desc>
<AbbrName>SettlInstTransTyp</AbbrName>
<OverrideXMLName>SettlInstTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>164</Tag>
<FieldName>EmailThreadID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for an email thread (new and chain of replies)</Desc>
<AbbrName>EmailThreadID</AbbrName>
<OverrideXMLName>EmailThreadID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>165</Tag>
<FieldName>SettlInstSource</FieldName>
<Type>char</Type>
<Desc>Indicates source of Settlement InstructionsValid values:   = Broker’s Instructions2 = Institution’s Instructions3 = Investor (e.g. CIV use)</Desc>
<AbbrName>InstSrc</AbbrName>
<OverrideXMLName>InstSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>166</Tag>
<FieldName>SettlLocation</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Identifies Settlement Depository or Country Code (ISITC spec)Valid values:   CED = CEDEL  DTC = Depository Trust Company  EUR = Euroclear  FED = Federal Book Entry  PNY= Physical  PTC = Participant Trust Company  ISO Country Code = Local Market Settle Location</Desc>
<AbbrName>SettlLctn</AbbrName>
<OverrideXMLName>SettlLctn</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>167</Tag>
<FieldName>SecurityType</FieldName>
<Type>String</Type>
<Desc>Indicates type of security.  See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments.Example values (grouped by Product field value)  (Note: additional values may be used by mutual agreement of the counterparties):  AGENCYEUSUPRA = Euro Supranational Coupons * FAC = Federal Agency CouponFADN = Federal Agency Discount NotePEF = Private Export Funding *SUPRA = USD Supranational Coupons **   Identify the Issuer in the &quot;Issuer&quot; field(06)*** REPLACED values - See &quot;Replaced Features and Supported Approach&quot; *** COMMODITY  FUT = Future  OPT = OptionNote: COMMODITY Product includes Bond, Interest Rate, Currency, Currency Spot Options, Crops/Grains, Foodstuffs, Livestock, Fibers, Lumber/Rubber, Oil/Gas/Electricity, Precious/Major Metal, and Industrial Metal.  Use CFICode (46) for more granular definition if necessary.CORPORATECORP = Corporate BondCPP = Corporate Private PlacementCB = Convertible BondDUAL = Dual CurrencyEUCORP = Euro Corporate BondXLINKD = Indexed LinkedSTRUCT = Structured NotesYANK = Yankee Corporate BondCURRENCYFOR = Foreign Exchange ContractEQUITYCS = Common StockPS = Preferred StockWAR - Warrant now is listed under Municipals for consistency with Bloomberg fixed income product types. For equity warrants - use the CFICode (46) instead.GOVERNMENTBRADY = Brady BondEUSOV = Euro Sovereigns *TBOND = US Treasury BondTINT = Interest strip from any bond or noteTIPS = Treasury Inflation Protected SecuritiesTCAL = Principal strip of a callable bond or noteTPRN = Principal strip from a non-callable bond or noteUST = US Treasury Note (deprecated value, use &quot;TNOTE&quot;)USTB = US Treasury Bill (deprecated value, use &quot;TBILL&quot;)TNOTE = US Treasury NoteTBILL = US Treasury Bill“–”* Identify the Issuer Name in Issuer (06)FINANCINGREPO = RepurchaseFORWARD = ForwardBUYSELL = Buy SellbackSECLOAN = Securities LoanSECPLEDGE = Securities PledgeINDEXNote: &quot;Indices&quot; includes: Stock, Index Spot Options, Commodity, Physical Index Options, Share/Ratio, and Spreads.  For index types use the CFICode (46).LOANTERM = Term LoanRVLV = Revolver LoanRVLVTRM = Revolver/Term LoanBRIDGE = Bridge LoanLOFC = Letter of CreditSWING = Swing Line FacilityDINP = Debtor in PossessionDEFLTED = DefaultedWITHDRN = WithdrawnREPLACD = ReplacedMATURED = MaturedAMENDED = Amended &amp; RestatedRETIRED = RetiredMONEYMARKETBA = Bankers AcceptanceBN = Bank NotesBOX = Bill of ExchangesCD = Certificate of DepositCL = Call LoansCP = Commercial PaperDN = Deposit NotesEUCD = Euro Certificate of DepositEUCP = Euro Commercial PaperLQN = Liquidity NoteMTN = Medium Term NotesONITE = OvernightPN = Promissory NotePZFJ = Plazos FijosSTN = Short Term Loan NoteTD = Time DepositXCN = Extended Comm NoteYCD = Yankee Certificate of DepositMORTGAGEABS = Asset-backed SecuritiesCMBS = Corp. Mortgage-backed SecuritiesCMO = Collateralized Mortgage ObligationIET = IOETTE MortgageMBS = Mortgage-backed SecuritiesMIO = Mortgage Interest OnlyMPO = Mortgage Principal OnlyMPP = Mortgage Private PlacementMPT = Miscellaneous Pass-throughPFAND = Pfandbriefe *TBA = To be Announced* Identify the Issuer Name in Issuer (06)MUNICIPALAN = Other Anticipation Notes BAN, GAN, etc.COFO = Certificate of ObligationCOFP = Certificate of ParticipationGO = General Obligation BondsMT = Mandatory TenderRAN = Revenue Anticipation NoteREV = Revenue BondsSPCLA = Special AssessmentSPCLO = Special ObligationSPCLT = Special TaxTAN = Tax Anticipation NoteTAXA = Tax AllocationTECP = Tax Exempt Commercial PaperTRAN = Tax &amp; Revenue Anticipation NoteVRDN = Variable Rate Demand NoteWAR = WarrantOTHERMF = Mutual Fund (i.e. any kind of open-ended “Collective Investment Vehicle”)MLEG = Multi-leg instrument (e.g. options strategy or futures spread.  CFICode (46) can be used to identify if options-based, futures-based, etc.)NONE = No Security Type? = “Wildcard” entry (used on Security Definition Request message)NOTE: Additional values may be used by mutual agreement of the counterparties)</Desc>
<AbbrName>SecTyp</AbbrName>
<OverrideXMLName>SecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>168</Tag>
<FieldName>EffectiveTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<AbbrName>EfctvTm</AbbrName>
<OverrideXMLName>EfctvTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>169</Tag>
<FieldName>StandInstDbType</FieldName>
<Type>int</Type>
<Desc>Identifies the Standing Instruction database usedValid values:  0 = Other = DTC SID2 = Thomson ALERT3 = A Global Custodian (StandInstDbName (70) must be provided)4 = AccountNet</Desc>
<AbbrName>StandInstDbTyp</AbbrName>
<OverrideXMLName>StandInstDbTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>170</Tag>
<FieldName>StandInstDbName</FieldName>
<Type>String</Type>
<Desc>Name of the Standing Instruction database represented with StandInstDbType (69) (i.e. the Global Custodian’s name).</Desc>
<AbbrName>StandInstDbName</AbbrName>
<OverrideXMLName>StandInstDbName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>171</Tag>
<FieldName>StandInstDbID</FieldName>
<Type>String</Type>
<Desc>Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced.</Desc>
<AbbrName>StandInstDbID</AbbrName>
<OverrideXMLName>StandInstDbID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>172</Tag>
<FieldName>SettlDeliveryType</FieldName>
<Type>int</Type>
<Desc>Identifies type of settlement0 = “Versus. Payment”: Deliver (if  Sell) or Receive (if Buy) vs. (Against) Payment  = “Free”: Deliver (if Sell) or Receive (if Buy) Free2 = Tri-Party3 = Hold In Custody</Desc>
<AbbrName>DlvryTyp</AbbrName>
<OverrideXMLName>DlvryTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>173</Tag>
<FieldName>SettlDepositoryCode </FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Broker’s account code at the depository (i.e. CEDEL ID  for CEDEL, FINS for DTC, or Euroclear ID for Euroclear) if Settlement Location is a depository</Desc>
<AbbrName>SettlDepositoryCode </AbbrName>
<OverrideXMLName>SettlDepositoryCode </OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>174</Tag>
<FieldName>SettlBrkrCode </FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***BIC (Bank Identification Code—Swift managed) code of  the broker involved (i.e. for multi-company brokerage firms)</Desc>
<AbbrName>SettlBrkrCode </AbbrName>
<OverrideXMLName>SettlBrkrCode </OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>175</Tag>
<FieldName>SettlInstCode </FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***BIC (Bank Identification Code—Swift managed) code of  the institution involved (i.e. for multi-company institution firms)</Desc>
<AbbrName>SettlInstCode </AbbrName>
<OverrideXMLName>SettlInstCode </OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>176</Tag>
<FieldName>SecuritySettlAgentName</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Name of SettlInstSource&apos;s local agent bank if SettlLocation is  not a depository</Desc>
<AbbrName>SecSettlAgentName</AbbrName>
<OverrideXMLName>SecSettlAgentName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>177</Tag>
<FieldName>SecuritySettlAgentCode</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***BIC (Bank Identification Code--Swift managed) code of  the SettlInstSource&apos;s local agent bank if SettlLocation  is not a depository</Desc>
<AbbrName>SecSettlAgentCode</AbbrName>
<OverrideXMLName>SecSettlAgentCode</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>178</Tag>
<FieldName>SecuritySettlAgentAcctNum</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***SettlInstSource&apos;s account number at local agent bank if  SettlLocation is not a depository </Desc>
<AbbrName>SecSettlAgentAcctNum</AbbrName>
<OverrideXMLName>SecSettlAgentAcctNum</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>179</Tag>
<FieldName>SecuritySettlAgentAcctName</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Name of SettlInstSource&apos;s account at local agent bank if  SettlLocation is not a depository </Desc>
<AbbrName>SecSettlAgentAcctName</AbbrName>
<OverrideXMLName>SecSettlAgentAcctName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>180</Tag>
<FieldName>SecuritySettlAgentContactName</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Name of contact at local agent bank for SettlInstSource&apos;s account if SettlLocation is not a depository </Desc>
<AbbrName>SecSettlAgentContactName</AbbrName>
<OverrideXMLName>SecSettlAgentContactName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>181</Tag>
<FieldName>SecuritySettlAgentContactPhone</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Phone number for contact at local agent bank if  SettlLocation is not a depository </Desc>
<AbbrName>SecSettlAgentContactPhone</AbbrName>
<OverrideXMLName>SecSettlAgentContactPhone</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>182</Tag>
<FieldName>CashSettlAgentName</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Name of SettlInstSource&apos;s local agent bank if SettlDeliveryType=Free </Desc>
<AbbrName>CshSettlAgentName</AbbrName>
<OverrideXMLName>CshSettlAgentName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>183</Tag>
<FieldName>CashSettlAgentCode</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***BIC (Bank Identification Code--Swift managed) code of  the SettlInstSource&apos;s local agent bank if SettlDeliveryType=Free </Desc>
<AbbrName>CshSettlAgentCode</AbbrName>
<OverrideXMLName>CshSettlAgentCode</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>184</Tag>
<FieldName>CashSettlAgentAcctNum</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***SettlInstSource&apos;s account number at local agent bank if SettlDeliveryType=Free </Desc>
<AbbrName>CshSettlAgentAcctNum</AbbrName>
<OverrideXMLName>CshSettlAgentAcctNum</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>185</Tag>
<FieldName>CashSettlAgentAcctName</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Name of SettlInstSource&apos;s account at local agent bank if SettlDeliveryType=Free </Desc>
<AbbrName>CshSettlAgentAcctName</AbbrName>
<OverrideXMLName>CshSettlAgentAcctName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>186</Tag>
<FieldName>CashSettlAgentContactName</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Name of contact at local agent bank for SettlInstSource&apos;s account  if SettlDeliveryType=Free </Desc>
<AbbrName>CshSettlAgentContactName</AbbrName>
<OverrideXMLName>CshSettlAgentContactName</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>187</Tag>
<FieldName>CashSettlAgentContactPhone</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Phone number for contact at local agent bank for SettlInstSource&apos;s account  if SettlDeliveryType=Free </Desc>
<AbbrName>CshSettlAgentContactPhone</AbbrName>
<OverrideXMLName>CshSettlAgentContactPhone</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>188</Tag>
<FieldName>BidSpotRate</FieldName>
<Type>Price</Type>
<Desc>Bid F/X spot rate.</Desc>
<AbbrName>BidSpotRt</AbbrName>
<OverrideXMLName>BidSpotRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>189</Tag>
<FieldName>BidForwardPoints</FieldName>
<Type>PriceOffset</Type>
<Desc>Bid F/X forward points added to spot rate. May be a negative value.</Desc>
<AbbrName>BidFwdPnts</AbbrName>
<OverrideXMLName>BidFwdPnts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>190</Tag>
<FieldName>OfferSpotRate</FieldName>
<Type>Price</Type>
<Desc>Offer F/X spot rate.</Desc>
<AbbrName>OfrSpotRt</AbbrName>
<OverrideXMLName>OfrSpotRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>191</Tag>
<FieldName>OfferForwardPoints</FieldName>
<Type>PriceOffset</Type>
<Desc>Offer F/X forward points added to spot rate. May be a negative value.</Desc>
<AbbrName>OfrFwdPnts</AbbrName>
<OverrideXMLName>OfrFwdPnts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>192</Tag>
<FieldName>OrderQty2</FieldName>
<Type>Qty</Type>
<Desc>OrderQty (38) of the future part of a F/X swap order.</Desc>
<AbbrName>Qty2</AbbrName>
<OverrideXMLName>Qty2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>193</Tag>
<FieldName>SettlDate2</FieldName>
<Type>LocalMktDate</Type>
<Desc>SettDate (64) of the future part of a F/X swap order.</Desc>
<AbbrName>SettlDt2</AbbrName>
<OverrideXMLName>SettlDt2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>194</Tag>
<FieldName>LastSpotRate</FieldName>
<Type>Price</Type>
<Desc>F/X spot rate.</Desc>
<AbbrName>LastSpotRt</AbbrName>
<OverrideXMLName>LastSpotRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>195</Tag>
<FieldName>LastForwardPoints</FieldName>
<Type>PriceOffset</Type>
<Desc>F/X forward points added to LastSpotRate (94).  May be a negative value.</Desc>
<AbbrName>LastFwdPnts</AbbrName>
<OverrideXMLName>LastFwdPnts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>196</Tag>
<FieldName>AllocLinkID</FieldName>
<Type>String</Type>
<Desc>Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X “Netting” or “Swaps”.  Should be unique.</Desc>
<AbbrName>LinkID</AbbrName>
<OverrideXMLName>LinkID</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>LinkID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>197</Tag>
<FieldName>AllocLinkType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of Allocation linkage when AllocLinkID (96) is used.Valid values:  0 = F/X Netting = F/X Swap</Desc>
<AbbrName>LinkTyp</AbbrName>
<OverrideXMLName>LinkTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>198</Tag>
<FieldName>SecondaryOrderID</FieldName>
<Type>String</Type>
<Desc>Assigned by the party which accepts the order.  Can be used to provide the OrderID (37) used by an exchange or executing system.</Desc>
<AbbrName>ScndOrdID</AbbrName>
<OverrideXMLName>OrdID2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>199</Tag>
<FieldName>NoIOIQualifiers</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating groups of IOIQualifiers (04).</Desc>
<AbbrName>NoIOIQuals</AbbrName>
<OverrideXMLName>NoIOIQuals</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>200</Tag>
<FieldName>MaturityMonthYear</FieldName>
<Type>month-year</Type>
<Desc>Can be used with standardized derivatives vs. the MaturityDate (54) field.  Month and Year of the maturity (used for standardized futures and options). Format:  YYYYMM      (i.e. 99903)YYYYMMDD (20030323)YYYYMMwN (200303w) for weekA specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as &quot;w&quot; or &quot;w2&quot; to indicate week  as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).</Desc>
<AbbrName>MMY</AbbrName>
<OverrideXMLName>MMY</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>201</Tag>
<FieldName>PutOrCall</FieldName>
<Type>int</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Indicates whether an Option is for a put or call.Valid values:  0 = Put = Call</Desc>
<AbbrName>PutOrCall</AbbrName>
<OverrideXMLName>PutOrCall</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>202</Tag>
<FieldName>StrikePrice</FieldName>
<Type>Price</Type>
<Desc>Strike Price for an Option.</Desc>
<AbbrName>Strk</AbbrName>
<OverrideXMLName>Strk</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>203</Tag>
<FieldName>CoveredOrUncovered</FieldName>
<Type>int</Type>
<Desc>Used for derivative products, such as optionsValid values:  0 = Covered = Uncovered</Desc>
<AbbrName>CoveredOrUncovered</AbbrName>
<OverrideXMLName>Covered</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>204</Tag>
<FieldName>CustomerOrFirm</FieldName>
<Type>int</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Used for options when delivering the order to an execution system/exchange to specify if the order is for a customer or the firm placing the order itself.Valid values:  0 = Customer = Firm</Desc>
<AbbrName>CustomerOrFirm</AbbrName>
<OverrideXMLName>CustFirm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>205</Tag>
<FieldName>MaturityDay</FieldName>
<Type>day-of-month</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Day of month used in conjunction with MaturityMonthYear to specify the maturity date for SecurityType=FUT or SecurityType=OPT.Valid values:      -3</Desc>
<AbbrName>MatDay</AbbrName>
<OverrideXMLName>MatDay</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>206</Tag>
<FieldName>OptAttribute</FieldName>
<Type>char</Type>
<Desc>Can be used for SecurityType (67) =OPT to identify a particular security.Valid values vary by SecurityExchange:  *** REPLACED values - See &quot;Replaced Features and Supported Approach&quot; ***    For Exchange: MONEP (Paris)       L = Long (a.k.a. “American”)       S = Short (a.k.a. “European”)   For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)      0-9 = single digit “version” number assigned by exchange following capital adjustments (0=current, =prior, 2=prior to , etc).</Desc>
<AbbrName>OptAt</AbbrName>
<OverrideXMLName>OptAt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>207</Tag>
<FieldName>SecurityExchange</FieldName>
<Type>Exchange</Type>
<Desc>Market used to help identify a security.Valid values:      See &quot;Appendix 6-C&quot;</Desc>
<AbbrName>Exch</AbbrName>
<OverrideXMLName>Exch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>208</Tag>
<FieldName>NotifyBrokerOfCredit</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker).Valid values:      Y = Details should be communicated    N = Details should not be communicated</Desc>
<AbbrName>NotifyBrkrOfCredit</AbbrName>
<OverrideXMLName>NotifyBrkrOfCredit</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>209</Tag>
<FieldName>AllocHandlInst</FieldName>
<Type>int</Type>
<Desc>Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details.Valid values:       = Match    2 = Forward    3 = Forward and Match</Desc>
<AbbrName>HandlInst</AbbrName>
<OverrideXMLName>HandlInst</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>HndInst</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>210</Tag>
<FieldName>MaxShow</FieldName>
<Type>Qty</Type>
<Desc>Maximum quantity (e.g. number of shares) within an order to be shown  to other customers (i.e. sent via an IOI).(Prior to FIX 4.2 this field was of type int)</Desc>
<AbbrName>MaxShow</AbbrName>
<OverrideXMLName>MaxShow</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>211</Tag>
<FieldName>PegOffsetValue</FieldName>
<Type>float</Type>
<Desc>Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836)(Prior to FIX 4.4 this field was of type PriceOffset)</Desc>
<AbbrName>OfstVal</AbbrName>
<OverrideXMLName>OfstVal</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>212</Tag>
<FieldName>XmlDataLen</FieldName>
<Type>Length</Type>
<Desc>Length of the XmlData data block.</Desc>
<LenRefers>213</LenRefers>
<AbbrName>XmlDataLen</AbbrName>
<OverrideXMLName>XmlDataLen</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>213</Tag>
<FieldName>XmlData</FieldName>
<Type>data</Type>
<Desc>Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML).  Note: may contain embedded SOH characters.</Desc>
<AbbrName>XmlData</AbbrName>
<OverrideXMLName>XmlData</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>214</Tag>
<FieldName>SettlInstRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier for the SettlInstID (62) with Cancel and Replace SettlInstTransType (63) transaction types.</Desc>
<AbbrName>SettlInstRefID</AbbrName>
<OverrideXMLName>SettlInstRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>215</Tag>
<FieldName>NoRoutingIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating groups of RoutingID (27) and RoutingType (26) values.See Volume 3: &quot;Pre-Trade Message Targeting/Routing&quot;</Desc>
<AbbrName>NoRtgIDs</AbbrName>
<OverrideXMLName>NoRtgIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>216</Tag>
<FieldName>RoutingType</FieldName>
<Type>int</Type>
<Desc>Indicates the type of RoutingID (27) specified.Valid values:       = Target Firm    2 = Target List    3 = Block Firm    4 = Block List</Desc>
<AbbrName>RtgTyp</AbbrName>
<OverrideXMLName>RtgTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>217</Tag>
<FieldName>RoutingID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify a specific routing destination.</Desc>
<AbbrName>RtgID</AbbrName>
<OverrideXMLName>RtgID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>218</Tag>
<FieldName>Spread</FieldName>
<Type>PriceOffset</Type>
<Desc>For Fixed Income.  Either Swap Spread or Spread to Benchmark depending upon the order type.  Spread to Benchmark:  Basis points relative to a benchmark.  To be expressed as &quot;count of basis points&quot; (vs. an absolute value).  E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field).  Note: Basis points can be negative.Swap Spread:  Target spread for a swap.</Desc>
<AbbrName>Spread</AbbrName>
<OverrideXMLName>Spread</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>219</Tag>
<FieldName>Benchmark</FieldName>
<Type>char</Type>
<Desc>No longer used. Included here for reference to prior versions.For Fixed Income.  Identifies the benchmark (e.g. used in conjunction with the Spread field).Valid values: = CURVE2 = 5-YR3 = OLD-54 = 0-YR5 = OLD-06 = 30-YR7 = OLD-308 = 3-MO-LIBOR9 = 6-MO-LIBOR</Desc>
<AbbrName>Bnchmk</AbbrName>
<OverrideXMLName>Bnchmk</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>220</Tag>
<FieldName>BenchmarkCurveCurrency</FieldName>
<Type>Currency</Type>
<Desc>Identifies currency used for  benchmark curve. See &quot;Appendix 6-A: Valid Currency Codes&quot; for information on obtaining valid values. (Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>221</Tag>
<FieldName>BenchmarkCurveName</FieldName>
<Type>String</Type>
<Desc>Name of benchmark curve.Valid values:MuniAAAFutureSWAPLIBIDLIBOR  (London Inter-Bank Offers)OTHERSWAPTreasuryEuriborPfandbriefeEONIASONIAEUREPO(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Name</AbbrName>
<OverrideXMLName>Name</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>222</Tag>
<FieldName>BenchmarkCurvePoint</FieldName>
<Type>String</Type>
<Desc>Point on benchmark curve.  Free form values:  e.g. “Y”, “7Y”, “INTERPOLATED”.Sample values:M = combination of a number between -2 and a &quot;M&quot; for monthY = combination of number between -00 and a &quot;Y&quot; for year}0Y-OLD = see above, then add &quot;-OLD&quot; when appropriateINTERPOLATED = the point is mathematically derived2/203 5 3/8 = the point is stated via a combination of maturity month / year and couponSee Fixed Income-specific documentation at http://www.fixprotocol.org for additional values.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Point</AbbrName>
<OverrideXMLName>Point</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>223</Tag>
<FieldName>CouponRate</FieldName>
<Type>Percentage</Type>
<Desc>The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.  The coupon is always cited, along with maturity, in any quotation of a bond&apos;s price.</Desc>
<AbbrName>CpnRt</AbbrName>
<OverrideXMLName>CpnRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>224</Tag>
<FieldName>CouponPaymentDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date interest is to be paid.  Used in identifying Corporate Bond issues.(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>CpnPmt</AbbrName>
<OverrideXMLName>CpnPmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>225</Tag>
<FieldName>IssueDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The date on which a bond or stock offering is issued.  It may or may not be the same as the effective date (&quot;Dated Date&quot;) or the date on which interest begins to accrue (&quot;Interest Accrual Date&quot;)(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>Issued</AbbrName>
<OverrideXMLName>Issued</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>226</Tag>
<FieldName>RepurchaseTerm</FieldName>
<Type>int</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Number of business days before repurchase of a repo.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoTrm</AbbrName>
<OverrideXMLName>RepoTrm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>227</Tag>
<FieldName>RepurchaseRate</FieldName>
<Type>Percentage</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoRt</AbbrName>
<OverrideXMLName>RepoRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>228</Tag>
<FieldName>Factor</FieldName>
<Type>float</Type>
<Desc>For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than .  In TIPS securities this is the Inflation index.Qty * Factor * Price = Gross Trade AmountFor Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.(Qty * Price) * Factor = Nominal Value(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Fctr</AbbrName>
<OverrideXMLName>Fctr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>229</Tag>
<FieldName>TradeOriginationDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Used with Fixed Income for Muncipal New Issue Market.  Agreement in principal between counter-parties prior to actual trade date.(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>OrigntnDt</AbbrName>
<OverrideXMLName>OrignDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>230</Tag>
<FieldName>ExDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity).(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>ExDt</AbbrName>
<OverrideXMLName>ExDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>231</Tag>
<FieldName>ContractMultiplier</FieldName>
<Type>float</Type>
<Desc>Specifies the ratio or multiply factor to convert from &quot;nominal&quot; units (e.g. contracts) to total units (e.g. shares) (e.g. .0, 00, 000, etc).  Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange.  When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. ,000 par of bonds, ,000,000 par for financing transactions.</Desc>
<AbbrName>Mult</AbbrName>
<OverrideXMLName>Mult</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>232</Tag>
<FieldName>NoStipulations</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of stipulation entries(Note tag # was reserved in FIX 4., added in FIX 4.3).</Desc>
<AbbrName>NoStips</AbbrName>
<OverrideXMLName>NoStips</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>233</Tag>
<FieldName>StipulationType</FieldName>
<Type>String</Type>
<Desc>For Fixed Income.  Type of Stipulation.Values include:AMT = AMT (y/n)AUTOREINV = Auto Reinvestment at &lt;rate&gt; or betterBANKQUAL = Bank qualified (y/n)BGNCON = Bargain Conditions– see (234) for valuesCOUPON = Coupon rangeCURRENCY = ISO Currency code CUSTOMDATE = Custom start/end dateGEOG = Geographics and % Range (ex. 234=CA 0-80 [minimum of 80% California assets])HAIRCUT = Valuation discountINSURED = Insured (y/n)ISSUE = Year or Year/Month of Issue (ex. 234=2002/09)ISSUER = Issuer’s tickerISSUESIZE = issue size rangeLOOKBACK = Lookback daysLOT = Explicit lot identifierLOTVAR = Lot Variance (value in percent maximum over- or under-allocation allowed)MAT = Maturity Year and MonthMATURITY = Maturity rangeMAXSUBS = Maximum substitutions (Repo)MINQTY = Minimum quantityMININCR = Minimum incrementMINDNOM = Minimum denominationPAYFREQ = Payment frequency, calendarPIECES = Number of PiecesPMAX = Pools MaximumPPM = Pools per MillionPPL = Pools per LotPPT = Pools per TradePRICE = Price rangePRICEFREQ = Pricing frequencyPROD = Production YearPROTECT = Call protectionPURPOSE = Purpose PXSOURCE = Benchmark price source RATING = Rating source and rangeREDEMPTION = Type of redemption – values are:NonCallableCallablePrefundedEscrowedToMaturityPutableConvertibleRESTRICTED = Restricted (y/n)SECTOR = Market sectorSECTYPE = SecurityType included or excludedSTRUCT = Structure SUBSFREQ = Substitutions frequency (Repo)SUBSLEFT = Substitutions left (Repo)TEXT = Freeform textTRDVAR = Trade Variance (value in percent maximum over- or under-allocation allowed)WAC = Weighted Average Coupon:value in percent (exact or range) plus ‘Gross’ or ‘Net’ of servicing spread (the default) (ex. 234=6.5- Net [minimum of 6.5% net of servicing fee])WAL = Weighted Average Life Coupon: value in percent (exact or range)WALA = Weighted Average Loan Age: value in months (exact or range) WAM = Weighted Average Maturity : value in months (exact or range)WHOLE = Whole Pool (y/n)YIELD = Yield rangeor the following Prepayment Speeds SMM = Single Monthly Mortality CPR = Constant Prepayment Rate CPY = Constant Prepayment Yield CPP = Constant Prepayment Penalty ABS = Absolute Prepayment Speed MPR = Monthly Prepayment Rate PSA = % of BMA Prepayment Curve PPC = % of Prospectus Prepayment Curve MHP = % of Manufactured Housing Prepayment Curve HEP = final CPR of Home Equity Prepayment CurveOther types may be used by mutual agreement of the counterparties.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>234</Tag>
<FieldName>StipulationValue</FieldName>
<Type>String</Type>
<Desc>For Fixed Income.  Value of stipulation.The expression can be an absolute single value or a combination of values and logical operators:&lt; value&gt; value&lt;= value&gt;= valuevaluevalue – value2value OR value2value AND value2YESNOBargain conditions recognized by the London Stock Exchange – to be used when StipulationType is “BGNCON”. CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed DeliveryValues for StipulationType = &quot;PXSOURCE&quot;:BB GENERICBB FAIRVALUEBROKERTECESPEEDGOVPXHILLIARD FARBERICAPTRADEWEBTULLETT LIBERTYIf a particular side of the market is wanted append /BID /OFFER or /MID.plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties.Examples: “&gt;=60”, “.25”, “ORANGE OR CONTRACOSTA”, etc.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Val</AbbrName>
<OverrideXMLName>Val</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>235</Tag>
<FieldName>YieldType</FieldName>
<Type>String</Type>
<Desc>Type of yield.Valid values:AFTERTAX = After Tax Yield (Municipals)ANNUAL = Annual YieldATISSUE = Yield At Issue (Municipals)AVGMATURITY = Yield To Average MaturityBOOK = Book YieldCALL = Yield to Next CallCHANGE = Yield Change Since CloseCLOSE = Closing YieldCOMPOUND = Compound YieldCURRENT = Current YieldGROSS = True Gross YieldGOVTEQUIV = Government Equivalent YieldINFLATION = Yield with Inflation AssumptionINVERSEFLOATER = Inverse Floater Bond YieldLASTCLOSE = Most Recent Closing YieldLASTMONTH = Closing Yield Most Recent MonthLASTQUARTER = Closing Yield Most Recent QuarterLASTYEAR = Closing Yield Most Recent YearLONGAVGLIFE = Yield to Longest Average LifeMARK = Mark To Market YieldMATURITY = Yield to MaturityNEXTREFUND = Yield To Next Refund (Sinking Fund Bonds)OPENAVG = Open Average YieldPUT = Yield to Next PutPREVCLOSE = Previous Close YieldPROCEEDS = Proceeds YieldSEMIANNUAL = Semi-annual YieldSHORTAVGLIFE = Yield to Shortest Average LifeSIMPLE = Simple YieldTAXEQUIV = Tax Equivalent YieldTENDER = Yield to Tender DateTRUE = True YieldVALUE/32 = Yield Value Of /32WORST = Yield To Worst(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>236</Tag>
<FieldName>Yield</FieldName>
<Type>Percentage</Type>
<Desc>Yield percentage.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Yld</AbbrName>
<OverrideXMLName>Yld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>237</Tag>
<FieldName>TotalTakedown</FieldName>
<Type>Amt</Type>
<Desc>The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter&apos;s spread.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>TotTakedown</AbbrName>
<OverrideXMLName>TotTakedown</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>238</Tag>
<FieldName>Concession</FieldName>
<Type>Amt</Type>
<Desc>Provides the reduction in price for the secondary market in Muncipals.(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Concession</AbbrName>
<OverrideXMLName>Concession</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>239</Tag>
<FieldName>RepoCollateralSecurityType</FieldName>
<Type>int</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Identifies the collateral used in the transaction.  Valid values:   see SecurityType (67) field(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoCollSecTyp</AbbrName>
<OverrideXMLName>RepoCollSecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>240</Tag>
<FieldName>RedemptionDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Return of investor&apos;s principal in a security.  Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>Redeem</AbbrName>
<OverrideXMLName>Redeem</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>241</Tag>
<FieldName>UnderlyingCouponPaymentDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Underlying security’s CouponPaymentDate.  See CouponPaymentDate (224) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>CpnPmt</AbbrName>
<OverrideXMLName>CpnPmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>242</Tag>
<FieldName>UnderlyingIssueDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Underlying security’s IssueDate.  See IssueDate (225) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>Issued</AbbrName>
<OverrideXMLName>Issued</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>243</Tag>
<FieldName>UnderlyingRepoCollateralSecurityType</FieldName>
<Type>int</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Underlying security’s RepoCollateralSecurityType.  See RepoCollateralSecurityType (239) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoCollSecTyp</AbbrName>
<OverrideXMLName>RepoCollSecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>244</Tag>
<FieldName>UnderlyingRepurchaseTerm</FieldName>
<Type>int</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Underlying security’s RepurchaseTerm.  See RepurchaseTerm (226) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoTrm</AbbrName>
<OverrideXMLName>RepoTrm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>245</Tag>
<FieldName>UnderlyingRepurchaseRate</FieldName>
<Type>Percentage</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Underlying security’s RepurchaseRate.  See RepurchaseRate (227) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoRt</AbbrName>
<OverrideXMLName>RepoRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>246</Tag>
<FieldName>UnderlyingFactor</FieldName>
<Type>float</Type>
<Desc>Underlying security’s Factor.  See Factor (228) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Fctr</AbbrName>
<OverrideXMLName>Fctr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>247</Tag>
<FieldName>UnderlyingRedemptionDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Underlying security’s RedemptionDate.  See RedemptionDate (240) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>Redeem</AbbrName>
<OverrideXMLName>Redeem</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>248</Tag>
<FieldName>LegCouponPaymentDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Multileg instrument&apos;s individual leg security’s CouponPaymentDate.  See CouponPaymentDate (224) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>CpnPmt</AbbrName>
<OverrideXMLName>CpnPmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>249</Tag>
<FieldName>LegIssueDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Multileg instrument&apos;s individual leg security’s IssueDate.  See IssueDate (225) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>Issued</AbbrName>
<OverrideXMLName>Issued</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>250</Tag>
<FieldName>LegRepoCollateralSecurityType</FieldName>
<Type>int</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Multileg instrument&apos;s individual leg security’s RepoCollateralSecurityType.  See RepoCollateralSecurityType (239) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoCollSecTyp</AbbrName>
<OverrideXMLName>RepoCollSecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>251</Tag>
<FieldName>LegRepurchaseTerm</FieldName>
<Type>int</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Multileg instrument&apos;s individual leg security’s RepurchaseTerm.  See RepurchaseTerm (226) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoTrm</AbbrName>
<OverrideXMLName>RepoTrm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>252</Tag>
<FieldName>LegRepurchaseRate</FieldName>
<Type>Percentage</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Multileg instrument&apos;s individual leg security’s RepurchaseRate.  See RepurchaseRate (227) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>RepoRt</AbbrName>
<OverrideXMLName>RepoRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>253</Tag>
<FieldName>LegFactor</FieldName>
<Type>float</Type>
<Desc>Multileg instrument&apos;s individual leg security’s Factor.  See Factor (228) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>Fctr</AbbrName>
<OverrideXMLName>Fctr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>254</Tag>
<FieldName>LegRedemptionDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Multileg instrument&apos;s individual leg security’s RedemptionDate.   See RedemptionDate (240) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>Redeem</AbbrName>
<OverrideXMLName>Redeem</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>255</Tag>
<FieldName>CreditRating</FieldName>
<Type>String</Type>
<Desc>An evaluation of a company&apos;s ability to repay obligations or its likelihood of not defaulting.  These evaluation are provided by Credit Rating Agencies, i.e. S&amp;P, Moody&apos;s. (Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>CrdRtg</AbbrName>
<OverrideXMLName>CrdRtg</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>256</Tag>
<FieldName>UnderlyingCreditRating</FieldName>
<Type>String</Type>
<Desc>Underlying security’s CreditRating.  See CreditRating (255) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>CrdRtg</AbbrName>
<OverrideXMLName>CrdRtg</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>257</Tag>
<FieldName>LegCreditRating</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s CreditRating.    See CreditRating (255) field for description(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>CrdRtg</AbbrName>
<OverrideXMLName>CrdRtg</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>258</Tag>
<FieldName>TradedFlatSwitch</FieldName>
<Type>Boolean</Type>
<Desc>Driver and part of trade in the event that the Security Master file was wrong at the point of entryValid Values: Y = Traded FlatN = Not Traded Flat(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>TrddFlatSwitch</AbbrName>
<OverrideXMLName>TrddFlatSwitch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>259</Tag>
<FieldName>BasisFeatureDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process.(Note tag # was reserved in FIX 4., added in FIX 4.3)(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>BasisFeatureDt</AbbrName>
<OverrideXMLName>BasisFeatureDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>260</Tag>
<FieldName>BasisFeaturePrice</FieldName>
<Type>Price</Type>
<Desc>Price for BasisFeatureDate.    See BasisFeatureDate (259)(Note tag # was reserved in FIX 4., added in FIX 4.3)</Desc>
<AbbrName>BasisFeaturePx</AbbrName>
<OverrideXMLName>BasisFeaturePx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>261</Tag>
<FieldName>Reserved/Allocated to the Fixed Income proposal</FieldName>
<Type></Type>
<Desc></Desc>
<AbbrName>Reserved/Allocated to the Fixed Income proposal</AbbrName>
<OverrideXMLName>Reserved/Allocated to the Fixed Income proposal</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>262</Tag>
<FieldName>MDReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Market Data Request</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>263</Tag>
<FieldName>SubscriptionRequestType</FieldName>
<Type>char</Type>
<Desc>Subscription Request TypeValid values:0 = Snapshot = Snapshot + Updates (Subscribe)2 = Disable previous Snapshot + Update Request (Unsubscribe)</Desc>
<AbbrName>SubReqTyp</AbbrName>
<OverrideXMLName>SubReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>264</Tag>
<FieldName>MarketDepth</FieldName>
<Type>int</Type>
<Desc>Depth of market for Book SnapshotValid values:0 = Full Book = Top of BookN&gt; = Report best N price tiers of data</Desc>
<AbbrName>MktDepth</AbbrName>
<OverrideXMLName>MktDepth</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>265</Tag>
<FieldName>MDUpdateType</FieldName>
<Type>int</Type>
<Desc>Specifies the type of Market Data update.Valid values:0 = Full Refresh = Incremental Refresh</Desc>
<AbbrName>UpdtTyp</AbbrName>
<OverrideXMLName>UpdtTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>266</Tag>
<FieldName>AggregatedBook</FieldName>
<Type>Boolean</Type>
<Desc>Specifies whether or not book entries should be aggregated.Valid values:Y = one book entry per side per priceN = Multiple entries per side per price allowed(Not specified) = broker option</Desc>
<AbbrName>AggBook</AbbrName>
<OverrideXMLName>AggBook</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>267</Tag>
<FieldName>NoMDEntryTypes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of MDEntryType (269) fields requested.</Desc>
<AbbrName>NoMDEntryTyps</AbbrName>
<OverrideXMLName>NoMDEntryTyps</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>268</Tag>
<FieldName>NoMDEntries</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of entries in Market Data message.</Desc>
<AbbrName>NoMDEntries</AbbrName>
<OverrideXMLName>NoMDEntries</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>269</Tag>
<FieldName>MDEntryType</FieldName>
<Type>char</Type>
<Desc>Type  Market Data entry.Valid values:0 = Bid = Offer2 = Trade3 = Index Value4 = Opening Price5 = Closing Price6 = Settlement Price7 = Trading Session High Price8 = Trading Session Low Price9 = Trading Session VWAP PriceA = Imbalance B = Trade VolumeC = Open Interest</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>270</Tag>
<FieldName>MDEntryPx</FieldName>
<Type>Price</Type>
<Desc>Price of the Market Data Entry.</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>271</Tag>
<FieldName>MDEntrySize</FieldName>
<Type>Qty</Type>
<Desc>Quantity or volume represented by the Market Data Entry.</Desc>
<AbbrName>Sz</AbbrName>
<OverrideXMLName>Sz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>272</Tag>
<FieldName>MDEntryDate</FieldName>
<Type>UTCDateOnly</Type>
<Desc>Date of Market Data Entry.(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>Dt</AbbrName>
<OverrideXMLName>Dt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>273</Tag>
<FieldName>MDEntryTime</FieldName>
<Type>UTCTimeOnly</Type>
<Desc>Time of Market Data Entry.</Desc>
<AbbrName>Tm</AbbrName>
<OverrideXMLName>Tm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>274</Tag>
<FieldName>TickDirection</FieldName>
<Type>char</Type>
<Desc>Direction of the &quot;tick&quot;.Valid values:0 = Plus Tick = Zero-Plus Tick2 = Minus Tick3 = Zero-Minus Tick</Desc>
<AbbrName>TickDirctn</AbbrName>
<OverrideXMLName>TickDirctn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>275</Tag>
<FieldName>MDMkt</FieldName>
<Type>Exchange</Type>
<Desc>Market posting quote / trade.  Valid values:See &quot;Appendix 6-C&quot;</Desc>
<AbbrName>Mkt</AbbrName>
<OverrideXMLName>Mkt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>276</Tag>
<FieldName>QuoteCondition</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Space-delimited list of conditions describing a quote.Valid values:A = Open / ActiveB = Closed / InactiveC = Exchange BestD = Consolidated BestE = LockedF = CrossedG = DepthH = Fast TradingI = Non-Firm</Desc>
<AbbrName>QCond</AbbrName>
<OverrideXMLName>QCond</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>277</Tag>
<FieldName>TradeCondition</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Space-delimited list of conditions describing a tradeValid values:A = Cash (only) MarketB = Average Price TradeC = Cash Trade (same day clearing)D = Next Day (only) MarketE = Opening / Reopening Trade DetailF = Intraday Trade DetailG = Rule 27 Trade (NYSE)H = Rule 55 Trade (Amex)I = Sold Last (late reporting)J = Next Day Trade (next day clearing)K = Opened (late report of opened trade)L = SellerM = Sold (out of sequence)N = Stopped Stock (guarantee of price but does not execute the order)P = Imbalance More Buyers (Cannot be used in combination with Q)Q = Imbalance More Sellers (Cannot be used in combination with P)R = Opening Price</Desc>
<AbbrName>TrdCond</AbbrName>
<OverrideXMLName>TrdCond</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>278</Tag>
<FieldName>MDEntryID</FieldName>
<Type>String</Type>
<Desc>Unique Market Data Entry identifier.</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>279</Tag>
<FieldName>MDUpdateAction</FieldName>
<Type>char</Type>
<Desc>Type of Market Data update action.Valid values:0 = New = Change2 = Delete</Desc>
<AbbrName>UpdtAct</AbbrName>
<OverrideXMLName>UpdtAct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>280</Tag>
<FieldName>MDEntryRefID</FieldName>
<Type>String</Type>
<Desc>Refers to a previous MDEntryID (278).</Desc>
<AbbrName>RefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>281</Tag>
<FieldName>MDReqRejReason</FieldName>
<Type>char</Type>
<Desc>Reason for the rejection of a Market Data request.Valid values:0 = Unknown symbol = Duplicate MDReqID2 = Insufficient Bandwidth3 = Insufficient Permissions4 = Unsupported SubscriptionRequestType5 = Unsupported MarketDepth6 = Unsupported MDUpdateType7 = Unsupported AggregatedBook8 = Unsupported MDEntryType9 = Unsupported TradingSessionIDA = Unsupported ScopeB = Unsupported OpenCloseSettleFlagC = Unsupported MDImplicitDelete</Desc>
<AbbrName>ReqRejResn</AbbrName>
<OverrideXMLName>ReqRejResn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>282</Tag>
<FieldName>MDEntryOriginator</FieldName>
<Type>String</Type>
<Desc>Originator of a Market Data Entry</Desc>
<AbbrName>Orig</AbbrName>
<OverrideXMLName>Orig</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>283</Tag>
<FieldName>LocationID</FieldName>
<Type>String</Type>
<Desc>Identification of a Market Maker’s location</Desc>
<AbbrName>LctnID</AbbrName>
<OverrideXMLName>LctnID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>284</Tag>
<FieldName>DeskID</FieldName>
<Type>String</Type>
<Desc>Identification of a Market Maker’s desk</Desc>
<AbbrName>DeskID</AbbrName>
<OverrideXMLName>DeskID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>285</Tag>
<FieldName>DeleteReason</FieldName>
<Type>char</Type>
<Desc>Reason for deletion.Valid values:0 = Cancelation / Trade Bust = Error</Desc>
<AbbrName>DelRsn</AbbrName>
<OverrideXMLName>DelRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>286</Tag>
<FieldName>OpenCloseSettlFlag</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Flag that identifies a market data entry.Valid values:0 = Daily Open / Close / Settlement entry = Session Open / Close / Settlement entry2 = Delivery Settlement entry3 = Expected entry4 = Entry from previous business day5 = Theoretical Price value(Prior to FIX 4.3 this field was of type char)</Desc>
<AbbrName>OpenClsSettlFlag</AbbrName>
<OverrideXMLName>OpenClsSettlFlag</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>287</Tag>
<FieldName>SellerDays</FieldName>
<Type>int</Type>
<Desc>Specifies the number of days that may elapse before delivery of the security</Desc>
<AbbrName>SellerDays</AbbrName>
<OverrideXMLName>SellerDays</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>288</Tag>
<FieldName>MDEntryBuyer</FieldName>
<Type>String</Type>
<Desc>Buying party in a trade</Desc>
<AbbrName>Buyer</AbbrName>
<OverrideXMLName>Buyer</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>289</Tag>
<FieldName>MDEntrySeller</FieldName>
<Type>String</Type>
<Desc>Selling party in a trade</Desc>
<AbbrName>Seller</AbbrName>
<OverrideXMLName>Seller</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>290</Tag>
<FieldName>MDEntryPositionNo</FieldName>
<Type>int</Type>
<Desc>Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with .</Desc>
<AbbrName>PosNo</AbbrName>
<OverrideXMLName>PosNo</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>291</Tag>
<FieldName>FinancialStatus</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Identifies a firm’s financial status.Valid values: = Bankrupt2 = Pending delisting</Desc>
<AbbrName>FinclStat</AbbrName>
<OverrideXMLName>FinclStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>292</Tag>
<FieldName>CorporateAction</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Identifies the type of Corporate Action.Valid values:  A = Ex-Dividend  B = Ex-Distribution  C = Ex-Rights  D = New  E = Ex-Interest</Desc>
<AbbrName>CorpActn</AbbrName>
<OverrideXMLName>CorpActn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>293</Tag>
<FieldName>DefBidSize</FieldName>
<Type>Qty</Type>
<Desc>Default Bid Size.</Desc>
<AbbrName>DefBidSz</AbbrName>
<OverrideXMLName>DefBidSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>294</Tag>
<FieldName>DefOfferSize</FieldName>
<Type>Qty</Type>
<Desc>Default Offer Size.</Desc>
<AbbrName>DefOfrSz</AbbrName>
<OverrideXMLName>DefOfrSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>295</Tag>
<FieldName>NoQuoteEntries</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of quote entries for a QuoteSet.</Desc>
<AbbrName>NoQuotEntries</AbbrName>
<OverrideXMLName>NoQuotEntries</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>296</Tag>
<FieldName>NoQuoteSets</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of sets of quotes in the message.</Desc>
<AbbrName>NoQuotSets</AbbrName>
<OverrideXMLName>NoQuotSets</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>297</Tag>
<FieldName>QuoteStatus</FieldName>
<Type>int</Type>
<Desc>Identifies the status of the quote acknowledgement.Valid values:0 = Accepted = Canceled for Symbol(s)2 = Canceled  for Security Type(s)3 = Canceled for Underlying4 = Canceled All5 = Rejected6 = Removed from Market7 = Expired8 = Query9 = Quote Not Found0 = Pending = Pass2 = Locked Market Warning3 = Cross Market Warning4 = Canceled due to lock market5 = Canceled due to cross market</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>298</Tag>
<FieldName>QuoteCancelType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of  quote cancel.Valid Values:   = Cancel for Symbol(s)  2 = Cancel for Security Type(s)  3 = Cancel for Underlying Symbol  4 = Cancel All Quotes</Desc>
<AbbrName>CxlTyp</AbbrName>
<OverrideXMLName>CxlTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>299</Tag>
<FieldName>QuoteEntryID</FieldName>
<Type>String</Type>
<Desc>Uniquely identifies the quote as part of a QuoteSet.</Desc>
<AbbrName>EntryID</AbbrName>
<OverrideXMLName>EntryID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>300</Tag>
<FieldName>QuoteRejectReason</FieldName>
<Type>int</Type>
<Desc>Reason Quote was rejected:Valid Values:   = Unknown symbol (Security)  2 = Exchange(Security) closed  3 = Quote Request exceeds limit  4 = Too late to enter  5 = Unknown Quote  6 = Duplicate Quote    7 = Invalid bid/ask spread  8 = Invalid price  9 = Not authorized to quote security99 = Other</Desc>
<AbbrName>RejRsn</AbbrName>
<OverrideXMLName>RejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>301</Tag>
<FieldName>QuoteResponseLevel</FieldName>
<Type>int</Type>
<Desc>Level of Response requested from receiver of quote messages.Valid Values:  0 = No Acknowledgement (Default)   = Acknowledge only negative or erroneous quotes  2 = Acknowledge each quote messages</Desc>
<AbbrName>RspLvl</AbbrName>
<OverrideXMLName>RspLvl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>302</Tag>
<FieldName>QuoteSetID</FieldName>
<Type>String</Type>
<Desc>Unique id for the Quote Set. </Desc>
<AbbrName>SetID</AbbrName>
<OverrideXMLName>SetID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>303</Tag>
<FieldName>QuoteRequestType</FieldName>
<Type>int</Type>
<Desc>Indicates the type of Quote Request being generatedValid values:   = Manual  2 = Automatic</Desc>
<AbbrName>ReqTyp</AbbrName>
<OverrideXMLName>ReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>304</Tag>
<FieldName>TotNoQuoteEntries</FieldName>
<Type>int</Type>
<Desc>Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries (295) in each message that has repeating quotes that are part of the same quote set.(Prior to FIX 4.4 this field was named TotQuoteEntries)</Desc>
<AbbrName>TotNoQuotEntries</AbbrName>
<OverrideXMLName>TotNoQuotEntries</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>305</Tag>
<FieldName>UnderlyingSecurityIDSource</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityIDSource.  Valid values:   see SecurityIDSource (22) field</Desc>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>306</Tag>
<FieldName>UnderlyingIssuer</FieldName>
<Type>String</Type>
<Desc>Underlying security’s Issuer.  See Issuer (06) field for description</Desc>
<AbbrName>Issr</AbbrName>
<OverrideXMLName>Issr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>307</Tag>
<FieldName>UnderlyingSecurityDesc</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityDesc.  See SecurityDesc (07) field for description</Desc>
<AbbrName>Desc</AbbrName>
<OverrideXMLName>Desc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>308</Tag>
<FieldName>UnderlyingSecurityExchange</FieldName>
<Type>Exchange</Type>
<Desc>Underlying security’s SecurityExchange.  Can be used to identify the underlying security.  Valid values:  see SecurityExchange (207)</Desc>
<AbbrName>Exch</AbbrName>
<OverrideXMLName>Exch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>309</Tag>
<FieldName>UnderlyingSecurityID</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityID.  See SecurityID (48) field for description</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>310</Tag>
<FieldName>UnderlyingSecurityType</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecurityType.  Valid values:   see SecurityType (67) field(see below for details concerning this fields use in conjunction with SecurityType=REPO)The following applies when used in conjunction with SecurityType=REPORepresents the general or specific type of security that underlies a financing agreementValid values for SecurityType=REPO:TREASURY = Federal government or treasuryPROVINCE = State, province, region, etc.AGENCY = Federal agencyMORTGAGE = Mortgage passthroughCP = Commercial paperCORP = CorporateEQUITY = EquitySUPRA = Supra-national agencyCASHIf bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or &lt;UnderlyingStipulations&gt; block e.g.:SecurityType=REPOUnderlyingSecurityType=MORTGAGEUnderlyingIssuer=GNMA       orSecurityType=REPOUnderlyingSecurityType=AGENCYUnderlyingIssuer=CA Housing TrustUnderlyingCountryOfIssue=CA       orSecurityType=REPOUnderlyingSecurityType=CORPUnderlyingNoStipulations=UnderlyingStipulationType=RATINGUnderlyingStipulationValue=&gt;bbb-</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>311</Tag>
<FieldName>UnderlyingSymbol</FieldName>
<Type>String</Type>
<Desc>Underlying security’s Symbol.  See Symbol (55) field for description</Desc>
<AbbrName>Sym</AbbrName>
<OverrideXMLName>Sym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>312</Tag>
<FieldName>UnderlyingSymbolSfx</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SymbolSfx.  See SymbolSfx (65) field for description</Desc>
<AbbrName>Sfx</AbbrName>
<OverrideXMLName>Sfx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>313</Tag>
<FieldName>UnderlyingMaturityMonthYear</FieldName>
<Type>month-year</Type>
<Desc>Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field.    See MaturityMonthYear (200) field for description</Desc>
<AbbrName>MMY</AbbrName>
<OverrideXMLName>MMY</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>314</Tag>
<FieldName>UnderlyingMaturityDay</FieldName>
<Type>day-of-month</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Underlying security’s MaturityDay.  See MaturityDay field for description</Desc>
<AbbrName>UndMatDay</AbbrName>
<OverrideXMLName>UndMatDay</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>315</Tag>
<FieldName>UnderlyingPutOrCall</FieldName>
<Type>int</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Underlying security’s PutOrCall.  See PutOrCall field for description</Desc>
<AbbrName>UndPutOrCall</AbbrName>
<OverrideXMLName>UndPutOrCall</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>316</Tag>
<FieldName>UnderlyingStrikePrice</FieldName>
<Type>Price</Type>
<Desc>Underlying security’s StrikePrice.  See StrikePrice (202) field for description</Desc>
<AbbrName>StrkPx</AbbrName>
<OverrideXMLName>StrkPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>317</Tag>
<FieldName>UnderlyingOptAttribute</FieldName>
<Type>char</Type>
<Desc>Underlying security’s OptAttribute.  See OptAttribute (206) field for description</Desc>
<AbbrName>OptA</AbbrName>
<OverrideXMLName>OptA</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>318</Tag>
<FieldName>UnderlyingCurrency</FieldName>
<Type>Currency</Type>
<Desc>Underlying security’s Currency.  See Currency (5) field for description and valid values</Desc>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>319</Tag>
<FieldName>RatioQty</FieldName>
<Type>Qty</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Quantity of a particular leg in the security.</Desc>
<AbbrName>RatioQty</AbbrName>
<OverrideXMLName>RatioQty</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>320</Tag>
<FieldName>SecurityReqID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Security Definition Request.</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>321</Tag>
<FieldName>SecurityRequestType</FieldName>
<Type>int</Type>
<Desc>Type of Security Definition Request.Valid values:0 = Request Security identity and specifications = Request Security identity for the specifications provided (Name of the security is not supplied)2 = Request List Security Types3 = Request List Securities (Can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type)</Desc>
<AbbrName>ReqTyp</AbbrName>
<OverrideXMLName>ReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>322</Tag>
<FieldName>SecurityResponseID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Security Definition message.</Desc>
<AbbrName>RspID</AbbrName>
<OverrideXMLName>RspID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>323</Tag>
<FieldName>SecurityResponseType</FieldName>
<Type>int</Type>
<Desc>Type of Security Definition message response.Valid values:   = Accept security proposal as is  2 = Accept security proposal with revisions as indicated in the message  3 = List of security types returned per request   4 = List of securities returned per request  5 = Reject security proposal  6 = Can not match selection criteria</Desc>
<AbbrName>RspTyp</AbbrName>
<OverrideXMLName>RspTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>324</Tag>
<FieldName>SecurityStatusReqID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Security Status Request message.</Desc>
<AbbrName>StatReqID</AbbrName>
<OverrideXMLName>StatReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>325</Tag>
<FieldName>UnsolicitedIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not message is being sent as a result of a subscription request or not.Valid values:   Y = Message is being sent unsolicited   N = Message is being sent as a result of a prior request</Desc>
<AbbrName>Unsol</AbbrName>
<OverrideXMLName>Unsol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>326</Tag>
<FieldName>SecurityTradingStatus</FieldName>
<Type>int</Type>
<Desc>Identifies the trading status applicable to the transaction.Valid values:   = Opening Delay  2 = Trading Halt  3 = Resume  4 = No Open/No Resume  5 = Price Indication  6 = Trading Range Indication  7 = Market Imbalance Buy  8 = Market Imbalance Sell  9 = Market On Close Imbalance Buy  0 = Market On Close Imbalance Sell   = (not assigned)  2 = No Market Imbalance  3 = No Market On Close Imbalance  4 = ITS Pre-Opening  5 = New Price Indication  6 = Trade Dissemination Time  7 = Ready to trade (start of session)  8 = Not Available for trading (end of session)  9 = Not Traded on this Market  20 = Unknown or Invalid  2 = Pre-Open  22 = Opening Rotation  23 = Fast Market</Desc>
<AbbrName>TrdgStat</AbbrName>
<OverrideXMLName>TrdgStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>327</Tag>
<FieldName>HaltReason</FieldName>
<Type>char</Type>
<Desc>Denotes the reason for the Opening Delay or Trading Halt.Valid values:  I = Order Imbalance  X = Equipment Changeover  P = News Pending  D = News Dissemination  E = Order Influx  M = Additional Information</Desc>
<AbbrName>HaltRsn</AbbrName>
<OverrideXMLName>HaltRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>328</Tag>
<FieldName>InViewOfCommon</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not the halt was due to Common Stock trading being halted.Valid values:  Y = Halt was due to common stock being halted  N = Halt was not related to a halt of the common stock</Desc>
<AbbrName>InViewOfCmn</AbbrName>
<OverrideXMLName>InViewOfCmn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>329</Tag>
<FieldName>DueToRelated</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not the halt was due to the Related Security being halted.Valid values:  Y = Halt was due to related security being halted  N = Halt was not related to a halt of the related security</Desc>
<AbbrName>DueToReltd</AbbrName>
<OverrideXMLName>DueToReltd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>330</Tag>
<FieldName>BuyVolume</FieldName>
<Type>Qty</Type>
<Desc>Quantity bought.</Desc>
<AbbrName>BuyVol</AbbrName>
<OverrideXMLName>BuyVol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>331</Tag>
<FieldName>SellVolume</FieldName>
<Type>Qty</Type>
<Desc>Quantity sold.</Desc>
<AbbrName>SellVol</AbbrName>
<OverrideXMLName>SellVol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>332</Tag>
<FieldName>HighPx</FieldName>
<Type>Price</Type>
<Desc>Represents an indication of the high end of the price range for a security prior to the open or reopen</Desc>
<AbbrName>HighPx</AbbrName>
<OverrideXMLName>HighPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>333</Tag>
<FieldName>LowPx</FieldName>
<Type>Price</Type>
<Desc>Represents an indication of the low end of the price range for a security prior to the open or reopen</Desc>
<AbbrName>LowPx</AbbrName>
<OverrideXMLName>LowPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>334</Tag>
<FieldName>Adjustment</FieldName>
<Type>int</Type>
<Desc>Identifies the type of adjustment.Valid values:   = Cancel  2 = Error  3 = Correction</Desc>
<AbbrName>Adjmt</AbbrName>
<OverrideXMLName>Adjmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>335</Tag>
<FieldName>TradSesReqID</FieldName>
<Type>String</Type>
<Desc>Unique ID of a Trading Session Status message.</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>336</Tag>
<FieldName>TradingSessionID</FieldName>
<Type>String</Type>
<Desc>Identifier for Trading SessionCan be used to represent a specific market trading session (e.g. “PRE-OPEN&quot;, &quot;CROSS_2&quot;, &quot;AFTER-HOURS&quot;, &quot;TOSTNET&quot;, &quot;TOSTNET2&quot;, etc). To specify good for session where session spans more than one calendar day, use TimeInForce = Day in conjunction with TradingSessionID.Values should be bi-laterally agreed to between counterparties.Firms may register Trading Session values on the FIX website (presently a document maintained within “ECN and Exchanges” working group section).</Desc>
<AbbrName>TrdgSessID</AbbrName>
<OverrideXMLName>SesID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>337</Tag>
<FieldName>ContraTrader</FieldName>
<Type>String</Type>
<Desc>Identifies the trader (e.g. &quot;badge number&quot;) of the ContraBroker.</Desc>
<AbbrName>CntraTrdr</AbbrName>
<OverrideXMLName>CntraTrdr</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>Trdr</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>338</Tag>
<FieldName>TradSesMethod</FieldName>
<Type>int</Type>
<Desc>Method of tradingValid values:   = Electronic  2 = Open Outcry  3 = Two Party</Desc>
<AbbrName>Method</AbbrName>
<OverrideXMLName>Method</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>339</Tag>
<FieldName>TradSesMode</FieldName>
<Type>int</Type>
<Desc>Trading Session ModeValid values:   = Testing  2 = Simulated  3 = Production</Desc>
<AbbrName>Mode</AbbrName>
<OverrideXMLName>Mode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>340</Tag>
<FieldName>TradSesStatus</FieldName>
<Type>int</Type>
<Desc>State of the trading session. Valid values:  0 = Unknown   = Halted  2 = Open  3 = Closed  4 = Pre-Open  5 = Pre-Close  6 = Request Rejected</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>341</Tag>
<FieldName>TradSesStartTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Starting time of the trading session</Desc>
<AbbrName>StartTm</AbbrName>
<OverrideXMLName>StartTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>342</Tag>
<FieldName>TradSesOpenTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of the opening of the trading session</Desc>
<AbbrName>OpenTm</AbbrName>
<OverrideXMLName>OpenTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>343</Tag>
<FieldName>TradSesPreCloseTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time of the pre-closed of the trading session</Desc>
<AbbrName>PreClsTm</AbbrName>
<OverrideXMLName>PreClsTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>344</Tag>
<FieldName>TradSesCloseTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Closing time of the trading session</Desc>
<AbbrName>ClsTm</AbbrName>
<OverrideXMLName>ClsTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>345</Tag>
<FieldName>TradSesEndTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>End time of the trading session</Desc>
<AbbrName>EndTm</AbbrName>
<OverrideXMLName>EndTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>346</Tag>
<FieldName>NumberOfOrders</FieldName>
<Type>int</Type>
<Desc>Number of orders in the market.</Desc>
<AbbrName>NumOfOrds</AbbrName>
<OverrideXMLName>NumOfOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>347</Tag>
<FieldName>MessageEncoding</FieldName>
<Type>String</Type>
<Desc>Type of message encoding (non-ASCII (non-English) characters) used in a message’s “Encoded” fields.Valid values:  ISO-2022-JP   (for using JIS)  EUC-JP   (for using EUC)  Shift_JIS (for using SJIS)  UTF-8     (for using Unicode)</Desc>
<AbbrName>Encdng</AbbrName>
<OverrideXMLName>MsgEncd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>348</Tag>
<FieldName>EncodedIssuerLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.</Desc>
<LenRefers>349</LenRefers>
<AbbrName>EncIssrLen</AbbrName>
<OverrideXMLName>EncIssrLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>349</Tag>
<FieldName>EncodedIssuer</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field.  If used, the ASCII (English) representation should also be specified in the Issuer field.</Desc>
<AbbrName>EncIssr</AbbrName>
<OverrideXMLName>EncIssr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>350</Tag>
<FieldName>EncodedSecurityDescLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field.</Desc>
<LenRefers>351</LenRefers>
<AbbrName>EncSecDescLen</AbbrName>
<OverrideXMLName>EncSecDescLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>351</Tag>
<FieldName>EncodedSecurityDesc</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the SecurityDesc (07) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.</Desc>
<AbbrName>EncSecDesc</AbbrName>
<OverrideXMLName>EncSecDesc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>352</Tag>
<FieldName>EncodedListExecInstLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field.</Desc>
<LenRefers>353</LenRefers>
<AbbrName>EncListExecInstLen</AbbrName>
<OverrideXMLName>EncListExecInstLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>353</Tag>
<FieldName>EncodedListExecInst</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field.</Desc>
<AbbrName>EncListExecInst</AbbrName>
<OverrideXMLName>EncListExecInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>354</Tag>
<FieldName>EncodedTextLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedText (355) field.</Desc>
<LenRefers>355</LenRefers>
<AbbrName>EncTxtLen</AbbrName>
<OverrideXMLName>EncTxtLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>355</Tag>
<FieldName>EncodedText</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.</Desc>
<AbbrName>EncTxt</AbbrName>
<OverrideXMLName>EncTxt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>356</Tag>
<FieldName>EncodedSubjectLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedSubject (357) field.</Desc>
<LenRefers>357</LenRefers>
<AbbrName>EncSubjectLen</AbbrName>
<OverrideXMLName>EncSubjectLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>357</Tag>
<FieldName>EncodedSubject</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Subject (47) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field.</Desc>
<AbbrName>EncSubject</AbbrName>
<OverrideXMLName>EncSubject</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>358</Tag>
<FieldName>EncodedHeadlineLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field.</Desc>
<LenRefers>359</LenRefers>
<AbbrName>EncHeadlineLen</AbbrName>
<OverrideXMLName>EncHeadlineLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>359</Tag>
<FieldName>EncodedHeadline</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the Headline (48) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field.</Desc>
<AbbrName>EncHeadline</AbbrName>
<OverrideXMLName>EncHeadline</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>360</Tag>
<FieldName>EncodedAllocTextLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedAllocText (36) field.</Desc>
<LenRefers>361</LenRefers>
<AbbrName>EncAllocTextLen</AbbrName>
<OverrideXMLName>EncAllocTextLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>361</Tag>
<FieldName>EncodedAllocText</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the AllocText (6) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field.</Desc>
<AbbrName>EncAllocText</AbbrName>
<OverrideXMLName>EncAllocText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>362</Tag>
<FieldName>EncodedUnderlyingIssuerLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.</Desc>
<LenRefers>363</LenRefers>
<AbbrName>EncUndIssrLen</AbbrName>
<OverrideXMLName>EncUndIssrLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>363</Tag>
<FieldName>EncodedUnderlyingIssuer</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.</Desc>
<AbbrName>EncUndIssr</AbbrName>
<OverrideXMLName>EncUndIssr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>364</Tag>
<FieldName>EncodedUnderlyingSecurityDescLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.</Desc>
<LenRefers>365</LenRefers>
<AbbrName>EncUndSecDescLen</AbbrName>
<OverrideXMLName>EncUndSecDescLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>365</Tag>
<FieldName>EncodedUnderlyingSecurityDesc</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc  field.</Desc>
<AbbrName>EncUndSecDesc</AbbrName>
<OverrideXMLName>EncUndSecDesc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>366</Tag>
<FieldName>AllocPrice</FieldName>
<Type>Price</Type>
<Desc>Executed price for an AllocAccount (79) entry used when using “executed price” vs. “average price” allocations (e.g. Japan).</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>367</Tag>
<FieldName>QuoteSetValidUntilTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<AbbrName>ValidTil</AbbrName>
<OverrideXMLName>ValidTil</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>368</Tag>
<FieldName>QuoteEntryRejectReason</FieldName>
<Type>int</Type>
<Desc>Reason Quote Entry was rejected:Valid values:   = Unknown symbol (Security)  2 = Exchange(Security) closed  3 = Quote exceeds limit  4 = Too late to enter  5 = Unknown Quote  6 = Duplicate Quote  7 = Invalid bid/ask spread  8 = Invalid price  9 = Not authorized to quote security99 = Other</Desc>
<AbbrName>EntryRejRsn</AbbrName>
<OverrideXMLName>EntryRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>369</Tag>
<FieldName>LastMsgSeqNumProcessed</FieldName>
<Type>SeqNum</Type>
<Desc>The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system.  Can be specified on every message sent.  Useful for detecting a backlog with a counterparty.</Desc>
<AbbrName>LastMsgSeqNumProced</AbbrName>
<OverrideXMLName>LastMsgSeqNumProced</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>370</Tag>
<FieldName>OnBehalfOfSendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>No longer used as of FIX.4.4. Included here for reference to prior versions.Used when a message is sent via a “hub” or “service bureau”.  If A sends to Q (the hub) who then sends to B via a separate FIX session, then when Q sends to B the value of this field should represent the SendingTime on the message A sent to Q.   (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<AbbrName>OBSndTm</AbbrName>
<OverrideXMLName>OBSndTm</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>371</Tag>
<FieldName>RefTagID</FieldName>
<Type>int</Type>
<Desc>The tag number of the FIX field being referenced.</Desc>
<AbbrName>RefTagID</AbbrName>
<OverrideXMLName>RefTagID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>372</Tag>
<FieldName>RefMsgType</FieldName>
<Type>String</Type>
<Desc>The MsgType (35) of the FIX message being referenced.</Desc>
<AbbrName>RefMsgTyp</AbbrName>
<OverrideXMLName>RefMsgTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>373</Tag>
<FieldName>SessionRejectReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for a session-level Reject message.Valid values:0 = Invalid tag number = Required tag missing2 = Tag not defined for this message type3 = Undefined Tag4 = Tag specified without a value5 = Value is incorrect (out of range) for this tag6 = Incorrect data format for value7 = Decryption problem8 = Signature problem9 = CompID problem0 = SendingTime accuracy problem  = Invalid MsgType2 = XML Validation error3 = Tag appears more than once4 = Tag specified out of required order 5 = Repeating group fields out of order6 = Incorrect NumInGroup count for repeating group7 = Non “data” value includes field delimiter (SOH character) 99 = Other</Desc>
<AbbrName>SessRejRsn</AbbrName>
<OverrideXMLName>SessRejRsn</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>374</Tag>
<FieldName>BidRequestTransType</FieldName>
<Type>char</Type>
<Desc>Identifies the Bid Request message type.Valid values:N = NewC = Cancel</Desc>
<AbbrName>BidReqTransTyp</AbbrName>
<OverrideXMLName>BidReqTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>375</Tag>
<FieldName>ContraBroker</FieldName>
<Type>String</Type>
<Desc>Identifies contra broker.  Standard NASD market-maker mnemonic is preferred.</Desc>
<AbbrName>CntraBrkr</AbbrName>
<OverrideXMLName>CntraBrkr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>376</Tag>
<FieldName>ComplianceID</FieldName>
<Type>String</Type>
<Desc>ID used to represent this transaction for compliance purposes (e.g. OATS reporting).</Desc>
<AbbrName>ComplianceID</AbbrName>
<OverrideXMLName>ComplianceID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>377</Tag>
<FieldName>SolicitedFlag</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not the order was solicited.Valid values:Y = Was solcitiedN = Was not solicited</Desc>
<AbbrName>SolFlag</AbbrName>
<OverrideXMLName>SolFlag</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>378</Tag>
<FieldName>ExecRestatementReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for an ExecutionRpt message sent with ExecType=Restated or used when communicating an unsolicited cancel. Valid values:0 = GT Corporate action = GT renewal / restatement (no corporate action)2 = Verbal change3 = Repricing of order4 = Broker option5 = Partial decline of OrderQty (e.g. exchange-initiated partial cancel)6 = Cancel on Trading Halt7 = Cancel on System Failure8 = Market (Exchange) Option9 = Canceled, Not Best0 = Warehouse recap99 = Other</Desc>
<AbbrName>ExecRstmtRsn</AbbrName>
<OverrideXMLName>ExecRstmtRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>379</Tag>
<FieldName>BusinessRejectRefID</FieldName>
<Type>String</Type>
<Desc>The value of the business-level “ID” field on the message being referenced.</Desc>
<AbbrName>BizRejRefID</AbbrName>
<OverrideXMLName>BizRejRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>380</Tag>
<FieldName>BusinessRejectReason</FieldName>
<Type>int</Type>
<Desc>Code to identify reason for a Business Message Reject message.Valid values:0 = Other = Unkown ID2 = Unknown Security3 = Unsupported Message Type4 = Application not available5 = Conditionally Required Field Missing6 = Not authorized7 = DeliverTo firm not available at this time</Desc>
<AbbrName>BizRejRsn</AbbrName>
<OverrideXMLName>BizRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>381</Tag>
<FieldName>GrossTradeAmt</FieldName>
<Type>Amt</Type>
<Desc>Total amount traded (e.g. CumQty (4) * AvgPx (6)) expressed in units of currency.</Desc>
<AbbrName>GrossTrdAmt</AbbrName>
<OverrideXMLName>GrossTrdAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>382</Tag>
<FieldName>NoContraBrokers</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of ContraBroker (375) entries.</Desc>
<AbbrName>NoCntraBrkrs</AbbrName>
<OverrideXMLName>NoCntraBrkrs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>383</Tag>
<FieldName>MaxMessageSize</FieldName>
<Type>Length</Type>
<Desc>Maximum number of bytes supported for a single message.</Desc>
<AbbrName>MaxMsgSz</AbbrName>
<OverrideXMLName>MaxMsgSz</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>384</Tag>
<FieldName>NoMsgTypes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of MsgTypes (35) in repeating group.</Desc>
<AbbrName>NoMsgTyps</AbbrName>
<OverrideXMLName>NoMsgTyps</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>385</Tag>
<FieldName>MsgDirection</FieldName>
<Type>char</Type>
<Desc>Specifies the direction of the messsage.Valid values:S = SendR = Receive</Desc>
<AbbrName>MsgDirctn</AbbrName>
<OverrideXMLName>MsgDirctn</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>386</Tag>
<FieldName>NoTradingSessions</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of TradingSessionIDs (336) in repeating group.</Desc>
<AbbrName>NoTrdgSesss</AbbrName>
<OverrideXMLName>NoTrdgSesss</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>387</Tag>
<FieldName>TotalVolumeTraded</FieldName>
<Type>Qty</Type>
<Desc>Total volume (quantity) traded.</Desc>
<AbbrName>TotVolTrdd</AbbrName>
<OverrideXMLName>TotVolTrdd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>388</Tag>
<FieldName>DiscretionInst</FieldName>
<Type>char</Type>
<Desc>Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to.Valid values:0 = Related to displayed price = Related to market price2 = Related to primary price3 = Related to local primary price4 = Related to midpoint price5 = Related to last trade price6 = Related to VWAP</Desc>
<AbbrName>DsctnInst</AbbrName>
<OverrideXMLName>DsctnInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>389</Tag>
<FieldName>DiscretionOffsetValue</FieldName>
<Type>float</Type>
<Desc>Amount (signed) added to the “related to” price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842)(Prior to FIX 4.4 this field was of type PriceOffset)</Desc>
<AbbrName>OfstValu</AbbrName>
<OverrideXMLName>OfstValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>390</Tag>
<FieldName>BidID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Bid Response as assigned by sell-side (broker, exchange, ECN).  Uniqueness must be guaranteed within a single trading day.</Desc>
<AbbrName>BidID</AbbrName>
<OverrideXMLName>BidID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>391</Tag>
<FieldName>ClientBidID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a Bid Request as assigned by institution.  Uniqueness must be guaranteed within a single trading day.</Desc>
<AbbrName>ClBidID</AbbrName>
<OverrideXMLName>ClBidID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>392</Tag>
<FieldName>ListName</FieldName>
<Type>String</Type>
<Desc>Descriptive name for list order.</Desc>
<AbbrName>ListName</AbbrName>
<OverrideXMLName>ListName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>393</Tag>
<FieldName>TotNoRelatedSym</FieldName>
<Type>int</Type>
<Desc>Total number of securities.(Prior to FIX 4.4 this field was named TotalNumSecurities)</Desc>
<AbbrName>TotNoReltdSym</AbbrName>
<OverrideXMLName>TotNoReltdSym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>394</Tag>
<FieldName>BidType</FieldName>
<Type>int</Type>
<Desc>Code to identify the type of Bid Request.Valid values: = “Non Disclosed” Style (e.g. US/European)2 = “Disclosed”  Style (e.g. Japanese)3 = No Bidding Process</Desc>
<AbbrName>BidTyp</AbbrName>
<OverrideXMLName>BidTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>395</Tag>
<FieldName>NumTickets</FieldName>
<Type>int</Type>
<Desc>Total number of tickets.</Desc>
<AbbrName>NumTkts</AbbrName>
<OverrideXMLName>NumTkts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>396</Tag>
<FieldName>SideValue1</FieldName>
<Type>Amt</Type>
<Desc>Amounts in currency</Desc>
<AbbrName>SideValu1</AbbrName>
<OverrideXMLName>SideValu1</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>397</Tag>
<FieldName>SideValue2</FieldName>
<Type>Amt</Type>
<Desc>Amounts in currency</Desc>
<AbbrName>SideValu2</AbbrName>
<OverrideXMLName>SideValu2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>398</Tag>
<FieldName>NoBidDescriptors</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of BidDescriptor (400) entries.</Desc>
<AbbrName>NoBidDescptrs</AbbrName>
<OverrideXMLName>NoBidDescptrs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>399</Tag>
<FieldName>BidDescriptorType</FieldName>
<Type>int</Type>
<Desc>Code to identify the type of BidDescriptor (400).Valid values: = Sector2 = Country3 = Index</Desc>
<AbbrName>BidDescptrTyp</AbbrName>
<OverrideXMLName>BidDescptrTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>400</Tag>
<FieldName>BidDescriptor</FieldName>
<Type>String</Type>
<Desc>BidDescriptor value.  Usage depends upon BidDescriptorTyp (399).If BidDescriptorType = Industrials etc - Free textIf BidDescriptorType =2&quot;FR&quot; etc - ISO Country CodesIf BidDescriptorType =3FT00, FT250, STOX - Free text</Desc>
<AbbrName>BidDescptr</AbbrName>
<OverrideXMLName>BidDescptr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>401</Tag>
<FieldName>SideValueInd</FieldName>
<Type>int</Type>
<Desc>Code to identify which &quot;SideValue&quot; the value refers to.  SideValue and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell.Valid values: = SideValue2 = SideValue 2</Desc>
<AbbrName>SideValuInd</AbbrName>
<OverrideXMLName>SideValuInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>402</Tag>
<FieldName>LiquidityPctLow</FieldName>
<Type>Percentage</Type>
<Desc>Liquidity indicator or lower limit if TotalNumSecurities (393) &gt; .  Represented as a percentage.</Desc>
<AbbrName>LqdtyPctLow</AbbrName>
<OverrideXMLName>LqdtyPctLow</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>403</Tag>
<FieldName>LiquidityPctHigh</FieldName>
<Type>Percentage</Type>
<Desc>Upper liquidity indicator if TotalNumSecurities (393) &gt; .  Represented as a percentage.</Desc>
<AbbrName>LqdtyPctHigh</AbbrName>
<OverrideXMLName>LqdtyPctHigh</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>404</Tag>
<FieldName>LiquidityValue</FieldName>
<Type>Amt</Type>
<Desc>Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency</Desc>
<AbbrName>LqdtyValu</AbbrName>
<OverrideXMLName>LqdtyValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>405</Tag>
<FieldName>EFPTrackingError</FieldName>
<Type>Percentage</Type>
<Desc>Eg Used in EFP trades 2% (EFP – Exchange for Physical ).  Represented as a percentage.</Desc>
<AbbrName>EFPTrkngErr</AbbrName>
<OverrideXMLName>EFPTrkngErr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>406</Tag>
<FieldName>FairValue</FieldName>
<Type>Amt</Type>
<Desc>Used in EFP trades</Desc>
<AbbrName>FairValu</AbbrName>
<OverrideXMLName>FairValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>407</Tag>
<FieldName>OutsideIndexPct</FieldName>
<Type>Percentage</Type>
<Desc>Used in EFP trades.  Represented as a percentage.</Desc>
<AbbrName>OutsideNdxPct</AbbrName>
<OverrideXMLName>OutsideNdxPct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>408</Tag>
<FieldName>ValueOfFutures</FieldName>
<Type>Amt</Type>
<Desc>Used in EFP trades</Desc>
<AbbrName>ValuOfFuts</AbbrName>
<OverrideXMLName>ValuOfFuts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>409</Tag>
<FieldName>LiquidityIndType</FieldName>
<Type>int</Type>
<Desc>Code to identify the type of liquidity indicator.Valid values: = 5day moving average2 = 20 day moving average3 = Normal Market Size 4 = Other</Desc>
<AbbrName>LqdtyIndTyp</AbbrName>
<OverrideXMLName>LqdtyIndTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>410</Tag>
<FieldName>WtAverageLiquidity</FieldName>
<Type>Percentage</Type>
<Desc>Overall weighted average liquidity expressed as a % of average daily volume.  Represented as a percentage.</Desc>
<AbbrName>WtAvgLqdty</AbbrName>
<OverrideXMLName>WtAvgLqdty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>411</Tag>
<FieldName>ExchangeForPhysical</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not to exchange for phsyical.Valid values:   Y = True   N = False</Desc>
<AbbrName>EFP</AbbrName>
<OverrideXMLName>EFP</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>412</Tag>
<FieldName>OutMainCntryUIndex</FieldName>
<Type>Amt</Type>
<Desc>Value of stocks in Currency</Desc>
<AbbrName>OutMainCntryUNdx</AbbrName>
<OverrideXMLName>OutMainCntryUNdx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>413</Tag>
<FieldName>CrossPercent</FieldName>
<Type>Percentage</Type>
<Desc>Percentage of program that crosses in Currency.  Represented as a percentage.</Desc>
<AbbrName>CrssPct</AbbrName>
<OverrideXMLName>CrssPct</OverrideXMLName>
<BaseCatagory>CrossOrders</BaseCatagory>
<BaseCatagoryXMLName>Pct</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>414</Tag>
<FieldName>ProgRptReqs</FieldName>
<Type>int</Type>
<Desc>Code to identify the desired frequency of progress reports.Valid values: = BuySide explicitly requests status using StatusRequest (Default) The sell-side firm can however, send a DONE status List Status Response in an unsolicited fashion2 = SellSide periodically sends status using ListStatus. Period optionally specified in ProgressPeriod3 =  Real-time execution reports (to be discouraged)</Desc>
<AbbrName>ProgRptReqs</AbbrName>
<OverrideXMLName>ProgRptReqs</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>415</Tag>
<FieldName>ProgPeriodInterval</FieldName>
<Type>int</Type>
<Desc>Time in minutes between each ListStatus report sent by SellSide. Zero means don’t send status.</Desc>
<AbbrName>ProgPeriodIntvl</AbbrName>
<OverrideXMLName>ProgPeriodIntvl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>416</Tag>
<FieldName>IncTaxInd</FieldName>
<Type>int</Type>
<Desc>Code to represent whether value is net (inclusive of tax) or gross.Valid values: = Net2 = Gross</Desc>
<AbbrName>IncTaxInd</AbbrName>
<OverrideXMLName>IncTaxInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>417</Tag>
<FieldName>NumBidders</FieldName>
<Type>int</Type>
<Desc>Indicates the total number of bidders on the list</Desc>
<AbbrName>NumBidders</AbbrName>
<OverrideXMLName>NumBidders</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>418</Tag>
<FieldName>BidTradeType</FieldName>
<Type>char</Type>
<Desc>Code to represent the type of trade.Valid values:R = Risk TradeG = VWAP GuaranteeA = AgencyJ = Guaranteed Close(Prior to FIX 4.4 this field was named &quot;TradeType&quot;)</Desc>
<AbbrName>BidTrdTyp</AbbrName>
<OverrideXMLName>BidTrdTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>419</Tag>
<FieldName>BasisPxType</FieldName>
<Type>char</Type>
<Desc>Code to represent the basis price type.Valid values:2 = Closing Price at morning session3 = Closing Price4 = Current price 5 = SQ6 = VWAP through a day7 = VWAP through a morning session8 = VWAP through an afternoon session9 = VWAP through a day except &quot;YORI&quot; (an opening auction)A = VWAP through a morning session except &quot;YORI&quot; (an opening auction)B = VWAP through an afternoon session except &quot;YORI&quot; (an opening auction)C = StrikeD = OpenZ = Others</Desc>
<AbbrName>BasisPxTyp</AbbrName>
<OverrideXMLName>BasisPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>420</Tag>
<FieldName>NoBidComponents</FieldName>
<Type>NumInGroup</Type>
<Desc>Indicates the number of list entries.</Desc>
<AbbrName>NoBidComponents</AbbrName>
<OverrideXMLName>NoBidComponents</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>421</Tag>
<FieldName>Country</FieldName>
<Type>Country</Type>
<Desc>ISO Country Code in field</Desc>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>Ctry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>422</Tag>
<FieldName>TotNoStrikes</FieldName>
<Type>int</Type>
<Desc>Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66).  Used to support fragmentation.</Desc>
<AbbrName>TotNoStrks</AbbrName>
<OverrideXMLName>TotNoStrks</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>423</Tag>
<FieldName>PriceType</FieldName>
<Type>int</Type>
<Desc>Code to represent the price type.Valid values: = Percentage (e.g. percent of par) (often called &quot;dollar price&quot; for fixed income)2 = Per unit (i.e. per share or contract)3 = Fixed Amount (absolute value)4 = Discount – percentage points below par5 = Premium – percentage points over par6 = Spread7 = TED price8 = TED yield 9 = Yield0 = Fixed cabinet trade price (primarily for listed futures and options) = Variable cabinet trade price (primarily for listed futures and options)(For Financing transactions PriceType implies the “repo type” – Fixed or Floating – 9 (Yield) or 6 (Spread) respectively - and Price (44) gives the corresponding “repo rate”.  See Volume : &quot;Glossary&quot; for further value definitions)</Desc>
<AbbrName>PxTyp</AbbrName>
<OverrideXMLName>PxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>424</Tag>
<FieldName>DayOrderQty</FieldName>
<Type>Qty</Type>
<Desc>For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days.  DayOrderQty (424) = OrderQty – (CumQty (4) – DayCumQty (425))</Desc>
<AbbrName>DayOrdQty</AbbrName>
<OverrideXMLName>DayOrdQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>425</Tag>
<FieldName>DayCumQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity on a GT order that has traded today.</Desc>
<AbbrName>DayCumQty</AbbrName>
<OverrideXMLName>DayCumQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>426</Tag>
<FieldName>DayAvgPx</FieldName>
<Type>Price</Type>
<Desc>The average price for quantity on a GT order that has traded today.</Desc>
<AbbrName>DayAvgPx</AbbrName>
<OverrideXMLName>DayAvgPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>427</Tag>
<FieldName>GTBookingInst</FieldName>
<Type>int</Type>
<Desc>Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate.Valid values:0 = book out all trades on day of execution = accumulate executions until order is filled or expires 2 = accumulate until verbally notified otherwise</Desc>
<AbbrName>GTBkngInst</AbbrName>
<OverrideXMLName>GTBkngInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>428</Tag>
<FieldName>NoStrikes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of list strike price entries.</Desc>
<AbbrName>NoStrks</AbbrName>
<OverrideXMLName>NoStrks</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>429</Tag>
<FieldName>ListStatusType</FieldName>
<Type>int</Type>
<Desc>Code to represent the status type.Valid values: = Ack2 = Response3 = Timed4 = ExecStarted5 = AllDone6 = Alert</Desc>
<AbbrName>ListStatTyp</AbbrName>
<OverrideXMLName>ListStatTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>430</Tag>
<FieldName>NetGrossInd</FieldName>
<Type>int</Type>
<Desc>Code to represent whether value is net (inclusive of tax) or gross.Valid values: = Net2 = Gross</Desc>
<AbbrName>NetGrossInd</AbbrName>
<OverrideXMLName>NetGrossInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>431</Tag>
<FieldName>ListOrderStatus</FieldName>
<Type>int</Type>
<Desc>Code to represent the status of a list order.Valid values: = InBiddingProcess2 = ReceivedForExecution3 = Executing4 = Canceling5 = Alert6 = All Done7 = Reject</Desc>
<AbbrName>ListOrdStat</AbbrName>
<OverrideXMLName>ListOrdStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>432</Tag>
<FieldName>ExpireDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date of order expiration (last day the order can trade), always expressed in terms of the local market date.  The time at which the order expires is determined by the local market’s business practices</Desc>
<AbbrName>ExpireDt</AbbrName>
<OverrideXMLName>ExpireDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>433</Tag>
<FieldName>ListExecInstType</FieldName>
<Type>char</Type>
<Desc>Identifies the type of ListExecInst (69). Valid values: = Immediate2 = Wait for Execute Instruction (e.g. a List Execute message or phone call before proceeding with execution of the list) 3 = Exchange/switch CIV order – Sell driven4 = Exchange/switch CIV order – Buy driven, cash top-up (i.e. additional cash will be provided to fulfil the order)5 = Exchange/switch CIV order – Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfil the order)</Desc>
<AbbrName>ListExecInstTyp</AbbrName>
<OverrideXMLName>ListExecInstTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>434</Tag>
<FieldName>CxlRejResponseTo</FieldName>
<Type>char</Type>
<Desc>Identifies the type of request that a Cancel Reject is in response to. Valid values: = Order Cancel Request2 = Order Cancel/Replace Request</Desc>
<AbbrName>CxlRejRspTo</AbbrName>
<OverrideXMLName>CxlRejRspTo</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>435</Tag>
<FieldName>UnderlyingCouponRate</FieldName>
<Type>Percentage</Type>
<Desc>Underlying security’s CouponRate.  See CouponRate (223) field for description</Desc>
<AbbrName>CpnRt</AbbrName>
<OverrideXMLName>CpnRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>436</Tag>
<FieldName>UnderlyingContractMultiplier</FieldName>
<Type>float</Type>
<Desc>Underlying security’s ContractMultiplier.  See ContractMultiplier (23) field for description</Desc>
<AbbrName>Mult</AbbrName>
<OverrideXMLName>Mult</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>437</Tag>
<FieldName>ContraTradeQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity traded with the ContraBroker (375).</Desc>
<AbbrName>CntraTrdQty</AbbrName>
<OverrideXMLName>CntraTrdQty</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>TrdQty</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>438</Tag>
<FieldName>ContraTradeTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Identifes the time of the trade with the ContraBroker (375).   (always expressed in UTC (Universal Time Coordinated, also known as “GMT”)</Desc>
<AbbrName>CntraTrdTm</AbbrName>
<OverrideXMLName>CntraTrdTm</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>TrdTm</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>439</Tag>
<FieldName>ClearingFirm</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Firm that will clear the trade.  Used if different from the executing firm.</Desc>
<AbbrName>ClrngFirm</AbbrName>
<OverrideXMLName>ClrngFirm</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>440</Tag>
<FieldName>ClearingAccount</FieldName>
<Type>String</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Supplemental accounting information forwared to clearing house/firm.</Desc>
<AbbrName>ClrngAcct</AbbrName>
<OverrideXMLName>ClrngAcct</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>441</Tag>
<FieldName>LiquidityNumSecurities</FieldName>
<Type>int</Type>
<Desc>Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency.</Desc>
<AbbrName>LqdtyNumSecurities</AbbrName>
<OverrideXMLName>LqdtyNumSecurities</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>442</Tag>
<FieldName>MultiLegReportingType</FieldName>
<Type>char</Type>
<Desc>Used to indicate what an Execution Report represents (e.g. used with multi-leg securities, such as option strategies, spreads, etc.).Valid Values: = Single Security (default if not specified)2 = Individual leg of a multi-leg security3 = Multi-leg security</Desc>
<AbbrName>MLEGRptTyp</AbbrName>
<OverrideXMLName>MLEGRptTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>443</Tag>
<FieldName>StrikeTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>The time at which current market prices are used to determine the value of a basket.</Desc>
<AbbrName>StrkTm</AbbrName>
<OverrideXMLName>StrkTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>444</Tag>
<FieldName>ListStatusText</FieldName>
<Type>String</Type>
<Desc>Free format text string related to List Status.</Desc>
<AbbrName>ListStatText</AbbrName>
<OverrideXMLName>ListStatText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>445</Tag>
<FieldName>EncodedListStatusTextLen</FieldName>
<Type>Length</Type>
<Desc>Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field.</Desc>
<LenRefers>446</LenRefers>
<AbbrName>EncListStatTextLen</AbbrName>
<OverrideXMLName>EncListStatTextLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>446</Tag>
<FieldName>EncodedListStatusText</FieldName>
<Type>data</Type>
<Desc>Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field.</Desc>
<AbbrName>EncListStatText</AbbrName>
<OverrideXMLName>EncListStatText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>447</Tag>
<FieldName>PartyIDSource</FieldName>
<Type>char</Type>
<Desc>Identifies class or source of the PartyID (448) value.  Required if PartyID is specified.  Note: applicable values depend upon PartyRole (452) specified.See “Appendix 6-G – Use of &lt;Parties&gt; Component Block”Valid values:   Applicable to all PartyRoles unless otherwise specified:B = BIC (Bank Identification Code—Swift managed) code (ISO 9362 - See &quot;Appendix 6-B&quot;)C = Generally accepted market participant identifier (e.g. NASD mnemonic)D = Proprietary/Custom codeE = ISO Country CodeF = Settlement Entity Location (note if Local Market Settlement use “E = ISO Country Code”)  (see “Appendix 6-G” for valid values)G = MIC (ISO 0383 - Market Identifier Code) (See &quot;Appendix 6-C&quot;)H = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)  For PartyRole=&quot;Investor ID&quot; and for Equities: = Korean Investor ID2 = Taiwanese Qualified Foreign Investor ID QFII / FID3 = Taiwanese Trading Account4 = Malaysian Central Depository (MCD) number5 = Chinese B Share (Shezhen and Shanghai)See Volume 4: “Example Usage of PartyRole=&quot;Investor ID&quot; ”For PartyRole=&quot;Investor ID&quot; and for CIV:6 = UK National Insurance or Pension Number7 = US Social Security Number8 = US Employer Identification Number9 = Australian Business NumberA = Australian Tax File NumberFor PartyRole=&quot;Broker of Credit&quot;:I = Directed broker three character acronym as defined in ISITC ‘ETC Best Practice’ guidelines document</Desc>
<AbbrName>Src</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>448</Tag>
<FieldName>PartyID</FieldName>
<Type>String</Type>
<Desc>Party identifier/code.  See PartyIDSource (447) and PartyRole (452).See “Appendix 6-G – Use of &lt;Parties&gt; Component Block”</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>449</Tag>
<FieldName>TotalVolumeTradedDate</FieldName>
<Type>UTCDateOnly</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Date of TotalVolumeTraded (387).(prior to FIX 4.4 field was of type UTCDate)</Desc>
<AbbrName>TotVolTrddDt</AbbrName>
<OverrideXMLName>TotVolTrddDt</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>450</Tag>
<FieldName>TotalVolumeTraded Time</FieldName>
<Type>UTCTimeOnly</Type>
<Desc>No longer used as of FIX 4.4.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***Time of TotalVolumeTraded (387).</Desc>
<AbbrName>TotVolTrdd Tm</AbbrName>
<OverrideXMLName>TotVolTrdd Tm</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>451</Tag>
<FieldName>NetChgPrevDay</FieldName>
<Type>PriceOffset</Type>
<Desc>Net change from previous day’s closing price vs. last traded price.</Desc>
<AbbrName>NetChgPrevDay</AbbrName>
<OverrideXMLName>NetChgPrevDay</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>452</Tag>
<FieldName>PartyRole</FieldName>
<Type>int</Type>
<Desc>Identifies the type or role of the PartyID (448) specified.See “Appendix 6-G – Use of &lt;Parties&gt; Component Block”Valid values: = Executing Firm (formerly FIX 4.2 ExecBroker)2 = Broker of Credit (formerly FIX 4.2 BrokerOfCredit)3 = Client ID (formerly FIX 4.2 ClientID)4 = Clearing Firm (formerly FIX 4.2 ClearingFirm)5 = Investor ID 6 = Introducing Firm7 = Entering Firm8 = Locate/Lending Firm (for short-sales)9 = Fund manager Client ID (for CIV)0 = Settlement Location (formerly FIX 4.2 SettlLocation) = Order Origination Trader (associated with Order Origination Firm – e.g. trader who initiates/submits the order)2 = Executing Trader (associated with Executing Firm - actually executes)3 = Order Origination Firm (e.g. buyside firm)4 = Giveup Clearing Firm (firm to which trade is given up)5 = Correspondant Clearing Firm6 = Executing System7 = Contra Firm8 = Contra Clearing Firm9 = Sponsoring Firm20 = Underlying Contra Firm2 = Clearing Organization22 = Exchange24 = Customer Account25 = Correspondent Clearing Organization26 = Correspondent Broker27 = Buyer/Seller (Receiver/Deliverer)28 = Custodian29 = Intermediary30 = Agent3 = Sub custodian32 = Beneficiary33 = Interested party34 = Regulatory body35 = Liquidity provider36 = Entering Trader37 = Contra Trader38 = Position Account(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>R</AbbrName>
<OverrideXMLName>R</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>453</Tag>
<FieldName>NoPartyIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries</Desc>
<AbbrName>NoPtyIDs</AbbrName>
<OverrideXMLName>NoPtyIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>454</Tag>
<FieldName>NoSecurityAltID</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of SecurityAltID (455) entries.</Desc>
<AbbrName>NoSecAltID</AbbrName>
<OverrideXMLName>NoSecAltID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>455</Tag>
<FieldName>SecurityAltID</FieldName>
<Type>String</Type>
<Desc>Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc).  Requires SecurityAltIDSource.</Desc>
<AbbrName>AltID</AbbrName>
<OverrideXMLName>AltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>456</Tag>
<FieldName>SecurityAltIDSource</FieldName>
<Type>String</Type>
<Desc>Identifies class or source of the SecurityAltID (455) value.  Required if SecurityAltID is specified.Valid values:   Same valid values as the SecurityIDSource (22) field</Desc>
<AbbrName>AltIDSrc</AbbrName>
<OverrideXMLName>AltIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>457</Tag>
<FieldName>NoUnderlyingSecurityAltID</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of UnderlyingSecurityAltID (458) entries.</Desc>
<AbbrName>NoUndSecAltID</AbbrName>
<OverrideXMLName>NoUndSecAltID</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>458</Tag>
<FieldName>UnderlyingSecurityAltID</FieldName>
<Type>String</Type>
<Desc>Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc).  Requires UnderlyingSecurityAltIDSource.</Desc>
<AbbrName>AltID</AbbrName>
<OverrideXMLName>AltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>459</Tag>
<FieldName>UnderlyingSecurityAltIDSource</FieldName>
<Type>String</Type>
<Desc>Identifies class or source of the UnderlyingSecurityAltID (458) value.  Required if UnderlyingSecurityAltID is specified.Valid values:   Same valid values as the SecurityIDSource (22) field</Desc>
<AbbrName>AltIDSrc</AbbrName>
<OverrideXMLName>AltIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>460</Tag>
<FieldName>Product</FieldName>
<Type>int</Type>
<Desc>Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields.Valid values: = AGENCY2 = COMMODITY3 = CORPORATE4 = CURRENCY5 = EQUITY6 = GOVERNMENT7 = INDEX8 = LOAN9 = MONEYMARKET0 = MORTGAGE = MUNICIPAL2 = OTHER3 = FINANCING</Desc>
<AbbrName>Prod</AbbrName>
<OverrideXMLName>Prod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>461</Tag>
<FieldName>CFICode</FieldName>
<Type>String</Type>
<Desc>Indicates the type of security using  ISO 0962 standard, Classification of Financial Instruments (CFI code) values.  ISO 0962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority.  See &quot;Appendix 6-B FIX Fields Based Upon Other Standards&quot;.   See also the Product (460) and SecurityType (67) fields. It is recommended that CFICode be used instead of SecurityType (67) for non-Fixed Income instruments.A subset of possible values applicable to FIX usage are identified in &quot;Appendix 6-D CFICode Usage - ISO 0962 Classification of Financial Instruments (CFI code)&quot;</Desc>
<AbbrName>CFI</AbbrName>
<OverrideXMLName>CFI</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>462</Tag>
<FieldName>UnderlyingProduct</FieldName>
<Type>int</Type>
<Desc>Underlying security’s Product.Valid values:   see Product(460) field</Desc>
<AbbrName>Prod</AbbrName>
<OverrideXMLName>Prod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>463</Tag>
<FieldName>UnderlyingCFICode</FieldName>
<Type>String</Type>
<Desc>Underlying security’s CFICode.Valid values:   see CFICode (46)field</Desc>
<AbbrName>CFI</AbbrName>
<OverrideXMLName>CFI</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>464</Tag>
<FieldName>TestMessageIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not this FIX Session is a “test” vs. “production” connection.  Useful for preventing “accidents”.Valid values:Y = True  (Test)N = False  (Production)</Desc>
<AbbrName>TestMsgInd</AbbrName>
<OverrideXMLName>TestMsgInd</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>465</Tag>
<FieldName>QuantityType</FieldName>
<Type>int</Type>
<Desc>*** DEPRECATED FIELD - See &quot; Appendix 6-E: Deprecated (Phased-out) Features and Supported Approach&quot; ***Designates the type of quantities (e.g. OrderQty) specified.  Used for MBS and TIPS Fixed Income security types.Valid values: = SHARES2 = BONDS3 = CURRENTFACE4 = ORIGINALFACE5 = CURRENCY6 = CONTRACTS7 = OTHER8 = PAR (see “Volume  – Glossary”)</Desc>
<AbbrName>QtyTypDeprecated</AbbrName>
<OverrideXMLName>QtyTypDeprecated</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>466</Tag>
<FieldName>BookingRefID</FieldName>
<Type>String</Type>
<Desc>Common reference passed to a post-trade booking process (e.g. industry matching utility).</Desc>
<AbbrName>BkngRefID</AbbrName>
<OverrideXMLName>BkngRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>467</Tag>
<FieldName>IndividualAllocID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount).</Desc>
<AbbrName>IndAllocID</AbbrName>
<OverrideXMLName>IndAllocID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>468</Tag>
<FieldName>RoundingDirection</FieldName>
<Type>char</Type>
<Desc>Specifies which direction to round   For CIV – indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (52) or (for CIV only) OrderPercent (56) are specified on an order.Valid values are:0 = Round to nearest = Round down2 = Round upThe default is for rounding to be at the discretion of the executing broker or fund manager.e.g. for an order specifying CashOrdQty or OrderPercent  if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 – “round down” would give 320 units, “round up” would give 330 units and “round to nearest” would give 320 units.</Desc>
<AbbrName>RndDir</AbbrName>
<OverrideXMLName>RndDir</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>469</Tag>
<FieldName>RoundingModulus</FieldName>
<Type>float</Type>
<Desc>For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares.The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share.</Desc>
<AbbrName>RndMod</AbbrName>
<OverrideXMLName>RndMod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>470</Tag>
<FieldName>CountryOfIssue</FieldName>
<Type>Country</Type>
<Desc>ISO Country code of instrument issue (e.g. the country portion typically used in ISIN).  Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.</Desc>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>IssuCtry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>471</Tag>
<FieldName>StateOrProvinceOfIssue</FieldName>
<Type>String</Type>
<Desc>A two-character state or province abbreviation.</Desc>
<AbbrName>StPrv</AbbrName>
<OverrideXMLName>StPrv</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>472</Tag>
<FieldName>LocaleOfIssue</FieldName>
<Type>String</Type>
<Desc>Identifies the locale. For Municipal Security Issuers other than state or province. Refer to    http://www.atmos.albany.edu/cgi/stagrep-cgiReference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org.  </Desc>
<AbbrName>Lcl</AbbrName>
<OverrideXMLName>Lcl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>473</Tag>
<FieldName>NoRegistDtls</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of registration details on a Registration Instructions message</Desc>
<AbbrName>NoRegistDtls</AbbrName>
<OverrideXMLName>NoRegistDtls</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>474</Tag>
<FieldName>MailingDtls</FieldName>
<Type>String</Type>
<Desc>Set of Correspondence address details, possibly including phone, fax, etc.</Desc>
<AbbrName>MailingDtls</AbbrName>
<OverrideXMLName>MailingDtls</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>475</Tag>
<FieldName>InvestorCountryOfResidence</FieldName>
<Type>Country</Type>
<Desc>The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes.</Desc>
<AbbrName>InvestorCtryOfResidence</AbbrName>
<OverrideXMLName>InvestorCtryOfResidence</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>476</Tag>
<FieldName>PaymentRef</FieldName>
<Type>String</Type>
<Desc>“Settlement Payment Reference” – A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number.</Desc>
<AbbrName>PmtRef</AbbrName>
<OverrideXMLName>PmtRef</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>477</Tag>
<FieldName>DistribPaymentMethod</FieldName>
<Type>int</Type>
<Desc>A code identifying the payment method for a (fractional) distribution. = CREST2 = NSCC3 = Euroclear4 = Clearstream5 = Cheque6 = Telegraphic Transfer 7  = FedWire8 = Direct Credit (BECS, BACS)9 = ACH Credit0 = BPAY = High Value Clearing System (HVACS)2 = Reinvest in fund3 through 998 are reserved for future useValues above 000 are available for use by private agreement among counterparties</Desc>
<AbbrName>DistribPmtMethod</AbbrName>
<OverrideXMLName>DistribPmtMethod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>478</Tag>
<FieldName>CashDistribCurr</FieldName>
<Type>Currency</Type>
<Desc>Specifies currency to be  use for Cash Distributions– see &quot;Appendix 6-A; Valid Currency Codes&quot;.</Desc>
<AbbrName>CshDistribCurr</AbbrName>
<OverrideXMLName>CshDistribCurr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>479</Tag>
<FieldName>CommCurrency</FieldName>
<Type>Currency</Type>
<Desc>Specifies currency to be  use for Commission (2) if the Commission currency is different from the Deal Currency - see &quot;Appendix 6-A; Valid Currency Codes&quot;.</Desc>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>480</Tag>
<FieldName>CancellationRights</FieldName>
<Type>char</Type>
<Desc>For CIV – A one character code identifying whether Cancellation rights/Cooling off period applies.  Valid values are: Y = YesN = No – execution onlyM = No – waiver agreementO = No – institutional.</Desc>
<AbbrName>CxllationRights</AbbrName>
<OverrideXMLName>CxllationRights</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>481</Tag>
<FieldName>MoneyLaunderingStatus</FieldName>
<Type>char</Type>
<Desc>A one character code identifying Money laundering status.  Valid values:Y = PassedN = Not checked = Exempt – Below The Limit2 = Exempt – Client Money Type Exemption3 = Exempt – Authorised Credit or Financial Institution.</Desc>
<AbbrName>MnyLaunderingStat</AbbrName>
<OverrideXMLName>MnyLaunderingStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>482</Tag>
<FieldName>MailingInst</FieldName>
<Type>String</Type>
<Desc>Free format text to specify mailing instruction requirements, e.g. &quot;no third party mailings&quot;.</Desc>
<AbbrName>MailingInst</AbbrName>
<OverrideXMLName>MailingInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>483</Tag>
<FieldName>TransBkdTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager.</Desc>
<AbbrName>TransBkdTm</AbbrName>
<OverrideXMLName>TransBkdTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>484</Tag>
<FieldName>ExecPriceType</FieldName>
<Type>char</Type>
<Desc>For CIV - Identifies how the execution price LastPx (3) was calculated from the fund unit/share price(s) calculated at the fund valuation point.  Valid values are:
 B = Bid price
 C = Creation price
 D = Creation price plus adjustment %
 E = Creation price plus adjustment amount
 O = Offer price
 P = Offer price minus adjustment %
 Q = Offer price minus adjustment amount
 S = Single price</Desc>
<AbbrName>ExecPxTyp</AbbrName>
<OverrideXMLName>ExecPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>485</Tag>
<FieldName>ExecPriceAdjustment</FieldName>
<Type>float</Type>
<Desc>For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484)</Desc>
<AbbrName>ExecPxAdjment</AbbrName>
<OverrideXMLName>ExecPxAdjment</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>486</Tag>
<FieldName>DateOfBirth</FieldName>
<Type>LocalMktDate</Type>
<Desc>The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account.</Desc>
<AbbrName>DtOfBirth</AbbrName>
<OverrideXMLName>DtOfBirth</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>487</Tag>
<FieldName>TradeReportTransType</FieldName>
<Type>int</Type>
<Desc>Identifies Trade Report message transaction typeValid values:  0 = New = Cancel2 = Replace3 = Release4 = Reverse(Prior to FIX 4.4 this field was of type char)</Desc>
<AbbrName>TransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>488</Tag>
<FieldName>CardHolderName</FieldName>
<Type>String</Type>
<Desc>The name of the payment card holder as specified on the card being used for payment.</Desc>
<AbbrName>CardHolderName</AbbrName>
<OverrideXMLName>CardHolderName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>489</Tag>
<FieldName>CardNumber</FieldName>
<Type>String</Type>
<Desc>The number of the payment card as specified on the card being used for payment.</Desc>
<AbbrName>CardNum</AbbrName>
<OverrideXMLName>CardNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>490</Tag>
<FieldName>CardExpDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The expiry date of the payment card as specified on the card being used for payment. </Desc>
<AbbrName>CardExpDt</AbbrName>
<OverrideXMLName>CardExpDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>491</Tag>
<FieldName>CardIssNum</FieldName>
<Type>String</Type>
<Desc>The issue number of the payment card as specified on the card being used for payment.  This is only applicable to certain types of card.</Desc>
<AbbrName>CardIssNum</AbbrName>
<OverrideXMLName>CardIssNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>492</Tag>
<FieldName>PaymentMethod</FieldName>
<Type>int</Type>
<Desc>A code identifying the Settlement payment method. = CREST2 = NSCC3 = Euroclear4 = Clearstream5 = Cheque6 = Telegraphic Transfer7  = FedWire8 = Debit Card9 = Direct Debit (BECS)0 = Direct Credit (BECS) = Credit Card2 = ACH Debit3 = ACH Credit4 = BPAY5 = High Value Clearing System (HVACS)6 through 998 are reserved for future useValues above 000 are available for use by private agreement among counterparties</Desc>
<AbbrName>PmtMethod</AbbrName>
<OverrideXMLName>PmtMethod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>493</Tag>
<FieldName>RegistAcctType</FieldName>
<Type>String</Type>
<Desc>For CIV – a  fund manager-defined code identifying which of the fund manager’s account types is required.</Desc>
<AbbrName>RegistAcctTyp</AbbrName>
<OverrideXMLName>AcctTyp</OverrideXMLName>
<BaseCatagory>RegistrationInstruction</BaseCatagory>
<BaseCatagoryXMLName>AcctTyp</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>494</Tag>
<FieldName>Designation</FieldName>
<Type>String</Type>
<Desc>Free format text defining the designation to be associated with a holding on the register.  Used to identify assets of a specific underlying investor using a common registration, e.g. a broker’s nominee or street name.</Desc>
<AbbrName>Designation</AbbrName>
<OverrideXMLName>Designation</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>495</Tag>
<FieldName>TaxAdvantageType</FieldName>
<Type>int</Type>
<Desc>For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held.0=None/Not Applicable (default) = Maxi ISA (UK)2 = TESSA (UK)3 = Mini Cash ISA (UK)4 = Mini Stocks and Shares ISA (UK)5 = Mini Insurance ISA (UK)6 = Current year payment (US)7 = Prior year payment (US)8 = Asset transfer (US) 9 = Employee - prior year (US)0 = Employee – current year (US) = Employer - prior year (US)2 = Employer – current year (US)3 = Non-fund prototype IRA (US) 4 = Non-fund qualified plan (US) 5 = Defined contribution plan (US) 6 = Individual Retirement Account (US) 7 = Individual Retirement Account – Rollover (US)8 = KEOGH (US)9 = Profit Sharing Plan (US)20 = 40K (US)2 = Self-Directed IRA (US)22 = 403(b) (US)23 = 457 (US)24 = Roth IRA (fund prototype) (US)25 = Roth IRA (non-prototype) (US)26 = Roth Conversion IRA (fund prototype) (US)27 = Roth Conversion IRA (non-prototype) (US)28 = Education IRA (fund prototype) (US)29 = Education IRA (non-prototype) (US)30 – 998 are reserved for future use by recognized taxation authorities999=Othervalues above 000 are available for use by private agreement among counterparties</Desc>
<AbbrName>TaxAdvantageTyp</AbbrName>
<OverrideXMLName>TaxAdvantageTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>496</Tag>
<FieldName>RegistRejReasonText</FieldName>
<Type>String</Type>
<Desc>Text indicating reason(s) why a Registration Instruction has been rejected.</Desc>
<AbbrName>RegistRejRsnText</AbbrName>
<OverrideXMLName>RejRsnTxt</OverrideXMLName>
<BaseCatagory>RegistrationInstruction</BaseCatagory>
<BaseCatagoryXMLName>Dtls</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>497</Tag>
<FieldName>FundRenewWaiv</FieldName>
<Type>char</Type>
<Desc>A one character code identifying whether the Fund based renewal commission is to be waived.  Valid values are:Y = YesN = No</Desc>
<AbbrName>FundRenewWaiv</AbbrName>
<OverrideXMLName>FundRenewWaiv</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>498</Tag>
<FieldName>CashDistribAgentName</FieldName>
<Type>String</Type>
<Desc>Name of local agent bank if for cash distributions</Desc>
<AbbrName>CshDistribAgentName</AbbrName>
<OverrideXMLName>CshDistribAgentName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>499</Tag>
<FieldName>CashDistribAgentCode</FieldName>
<Type>String</Type>
<Desc>BIC (Bank Identification Code--Swift managed) code of  agent bank for cash distributions</Desc>
<AbbrName>CshDistribAgentCode</AbbrName>
<OverrideXMLName>CshDistribAgentCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>500</Tag>
<FieldName>CashDistribAgentAcctNumber</FieldName>
<Type>String</Type>
<Desc>Account number at agent bank for distributions.</Desc>
<AbbrName>CshDistribAgentAcctNum</AbbrName>
<OverrideXMLName>CshDistribAgentAcctNum</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>501</Tag>
<FieldName>CashDistribPayRef</FieldName>
<Type>String</Type>
<Desc>Free format Payment reference to assist with reconciliation of distributions.</Desc>
<AbbrName>CshDistribPayRef</AbbrName>
<OverrideXMLName>CshDistribPayRef</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>502</Tag>
<FieldName>CashDistribAgentAcctName</FieldName>
<Type>String</Type>
<Desc>Name of account at agent bank for distributions.</Desc>
<AbbrName>CshDistribAgentAcctName</AbbrName>
<OverrideXMLName>CshDistribAgentAcctName</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>503</Tag>
<FieldName>CardStartDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The start date of the card as specified on the card being used for payment. </Desc>
<AbbrName>CardStartDt</AbbrName>
<OverrideXMLName>CardStartDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>504</Tag>
<FieldName>PaymentDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The date written on a cheque or date payment should  be submitted to the relevant clearing system.</Desc>
<AbbrName>PmtDt</AbbrName>
<OverrideXMLName>PmtDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>505</Tag>
<FieldName>PaymentRemitterID</FieldName>
<Type>String</Type>
<Desc>Identifies sender of a payment, e.g. the payment remitter or a customer reference number.</Desc>
<AbbrName>PmtRemitterID</AbbrName>
<OverrideXMLName>PmtRemtrID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>506</Tag>
<FieldName>RegistStatus</FieldName>
<Type>char</Type>
<Desc>Registration status as returned by the broker or  (for CIV) the fund manager:A = AcceptedR = RejectedH = HeldN = Reminder – i.e. Registration Instructions are still outstanding</Desc>
<AbbrName>RegStat</AbbrName>
<OverrideXMLName>RegStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>507</Tag>
<FieldName>RegistRejReasonCode</FieldName>
<Type>int</Type>
<Desc>Reason(s) why Registration Instructions has been rejected.
Possible values of reason code include: = Invalid/unacceptable Account Type
2 = Invalid/unacceptable Tax Exempt Type
3 = Invalid/unacceptable Ownership Type
4 = Invalid/unacceptable No Reg Detls
5 = Invalid/unacceptable Reg Seq No
6 = Invalid/unacceptable Reg Dtls
7 = Invalid/unacceptable Mailing Dtls
8 = Invalid/unacceptable Mailing Inst
9 = Invalid/unacceptable Investor ID
0 = Invalid/unacceptable Investor ID Source
 = Invalid/unacceptable Date of Birth
2 = Invalid/unacceptable Investor Country Of Residence
3 = Invalid/unacceptable NoDistribInstns
4 = Invalid/unacceptable Distrib Percentage
5 = Invalid/unacceptable Distrib Payment Method 
6 = Invalid/unacceptable Cash Distrib Agent Acct Name
7 = Invalid/unacceptable Cash Distrib Agent Code
8 = Invalid/unacceptable Cash Distrib Agent Acct Num99 = OtherThe reason may be further amplified in the RegistRejReasonCode field.</Desc>
<AbbrName>RegistRejRsnCode</AbbrName>
<OverrideXMLName>RejRsnCd</OverrideXMLName>
<BaseCatagory>RegistrationInstruction</BaseCatagory>
<BaseCatagoryXMLName>RejRsnCd</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>508</Tag>
<FieldName>RegistRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types.</Desc>
<AbbrName>RegistRefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<BaseCatagory>RegistrationInstruction</BaseCatagory>
<BaseCatagoryXMLName>RefID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>509</Tag>
<FieldName>RegistDtls</FieldName>
<Type>String</Type>
<Desc>Set of Registration name and address details, possibly including phone, fax etc.</Desc>
<AbbrName>RegistDtls</AbbrName>
<OverrideXMLName>Dtls</OverrideXMLName>
<BaseCatagory>RegistrationInstruction</BaseCatagory>
<BaseCatagoryXMLName>RejRsnTxt</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>510</Tag>
<FieldName>NoDistribInsts</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of Distribution Instructions on a Registration Instructions message</Desc>
<AbbrName>NoDistribInsts</AbbrName>
<OverrideXMLName>NoDistribInsts</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>511</Tag>
<FieldName>RegistEmail</FieldName>
<Type>String</Type>
<Desc>Email address relating to Registration name and address details</Desc>
<AbbrName>RegistEmail</AbbrName>
<OverrideXMLName>Email</OverrideXMLName>
<BaseCatagory>RegistrationInstruction</BaseCatagory>
<BaseCatagoryXMLName>Email</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>512</Tag>
<FieldName>DistribPercentage</FieldName>
<Type>Percentage</Type>
<Desc>The amount of each distribution to go to this beneficiary, expressed as a percentage</Desc>
<AbbrName>DistribPctage</AbbrName>
<OverrideXMLName>DistribPctage</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>513</Tag>
<FieldName>RegistID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of the registration details as assigned by institution or intermediary.</Desc>
<AbbrName>RegistID</AbbrName>
<OverrideXMLName>RegistID</OverrideXMLName>
<BaseCatagory>RegistrationInstruction</BaseCatagory>
<BaseCatagoryXMLName>ID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>514</Tag>
<FieldName>RegistTransType</FieldName>
<Type>char</Type>
<Desc>Identifies Registration Instructions transaction type Valid values:0 = New = Replace2 = Cancel</Desc>
<AbbrName>RegistTransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>515</Tag>
<FieldName>ExecValuationPoint</FieldName>
<Type>UTCTimestamp</Type>
<Desc>For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager.</Desc>
<AbbrName>ExecValuationPoint</AbbrName>
<OverrideXMLName>ExecValuationPoint</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>516</Tag>
<FieldName>OrderPercent</FieldName>
<Type>Percentage</Type>
<Desc>For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor’s total holding to be sold. For a CIV switch/exchange it specifies percentage of investor’s cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages.</Desc>
<AbbrName>Pct</AbbrName>
<OverrideXMLName>Pct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>517</Tag>
<FieldName>OwnershipType</FieldName>
<Type>char</Type>
<Desc>The relationship between Registration parties.J = Joint InvestorsT = Tenants in Common 2 = Joint Trustees</Desc>
<AbbrName>OwnershipTyp</AbbrName>
<OverrideXMLName>OwnershipTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>518</Tag>
<FieldName>NoContAmts</FieldName>
<Type>NumInGroup</Type>
<Desc>The number of Contract Amount details on an Execution Report message</Desc>
<AbbrName>NoContAmts</AbbrName>
<OverrideXMLName>NoContAmts</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>519</Tag>
<FieldName>ContAmtType</FieldName>
<Type>int</Type>
<Desc>Type of ContAmtValue (520).For UK valid values include: = Commission Amount (actual)2 = Commission % (actual)3 = Initial Charge Amount4 = Initial Charge %5 = Discount Amount6 = Discount %7 = Dilution Levy Amount8 = Dilution Levy %9 = Exit Charge Amount0 = Exit Charge % = Fund-based Renewal Commission % (a.k.a. Trail commission)2 = Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value)3 = Fund-based Renewal Commission Amount  (based on Order value)4 = Fund-based Renewal Commission Amount  (based on Projected Fund value)5 = Net Settlement AmountNOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3.</Desc>
<AbbrName>ContAmtTyp</AbbrName>
<OverrideXMLName>ContAmtTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>520</Tag>
<FieldName>ContAmtValue</FieldName>
<Type>float</Type>
<Desc>Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (59).</Desc>
<AbbrName>ContAmtValu</AbbrName>
<OverrideXMLName>ContAmtValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>521</Tag>
<FieldName>ContAmtCurr</FieldName>
<Type>Currency</Type>
<Desc>Specifies currency for the Contract amount if different from the Deal Currency - see &quot;Appendix 6-A; Valid Currency Codes&quot;.</Desc>
<AbbrName>ContAmtCurr</AbbrName>
<OverrideXMLName>ContAmtCurr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>522</Tag>
<FieldName>OwnerType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of owner.Valid values: = Individual Investor2 = Public Company3 = Private Company4 = Individual Trustee5 = Company Trustee   6 = Pension Plan 7 = Custodian Under Gifts to Minors Act 8 = Trusts 9 = Fiduciaries   0 = Networking Sub-Account   = Non-Profit Organization2 = Corporate Body3 =Nominee</Desc>
<AbbrName>OwnerTyp</AbbrName>
<OverrideXMLName>OwnerTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>523</Tag>
<FieldName>PartySubID</FieldName>
<Type>String</Type>
<Desc>Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc).  Not required when using PartyID (448), PartyIDSource (447), and PartyRole.</Desc>
<AbbrName>SubID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>524</Tag>
<FieldName>NestedPartyID</FieldName>
<Type>String</Type>
<Desc>PartyID value within a nested repeating group.   Same values as  PartyID (448)</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>525</Tag>
<FieldName>NestedPartyIDSource</FieldName>
<Type>char</Type>
<Desc>PartyIDSource value within a nested repeating group.   Same values as  PartyIDSource (447)</Desc>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>526</Tag>
<FieldName>SecondaryClOrdID</FieldName>
<Type>String</Type>
<Desc>Assigned by the party which originates the order.  Can be used to provide the ClOrdID () used by an exchange or executing system.</Desc>
<AbbrName>ScndClOrdID</AbbrName>
<OverrideXMLName>ClOrdID2</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>ID2</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>527</Tag>
<FieldName>SecondaryExecID</FieldName>
<Type>String</Type>
<Desc>Assigned by the party which accepts the order.  Can be used to provide the ExecID (7) used by an exchange or executing system.</Desc>
<AbbrName>ScndExecID</AbbrName>
<OverrideXMLName>ExecID2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>528</Tag>
<FieldName>OrderCapacity</FieldName>
<Type>char</Type>
<Desc>Designates the capacity of the firm placing the order.Valid values:A = AgencyG = ProprietaryI = IndividualP = Principal (Note for CMS purposes, Principal includes Proprietary)R = Riskless PrincipalW = Agent for Other Member(as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field)(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>Cpcty</AbbrName>
<OverrideXMLName>Cpcty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>529</Tag>
<FieldName>OrderRestrictions</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Restrictions associated with an order.  If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.Valid values: = Program Trade2 = Index Arbitrage3 = Non-Index Arbitrage4 = Competing Market Maker5 = Acting as Market Maker or Specialist in the security6 = Acting as Market Maker or Specialist in the underlying security of a derivative security7 = Foreign Entity (of foreign governmnet or regulatory jurisdiction)8 = External Market Participant9 = External Inter-connected Market LinkageA = Riskless Arbitrage</Desc>
<AbbrName>Rstctions</AbbrName>
<OverrideXMLName>Rstctions</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>530</Tag>
<FieldName>MassCancelRequestType</FieldName>
<Type>char</Type>
<Desc>Specifies scope of Order Mass Cancel Request.Valid values: = Cancel orders for a  security 2 = Cancel orders for an Underlying security3 = Cancel orders for a Product4 = Cancel orders for a CFICode5 = Cancel orders for a SecurityType6 = Cancel orders for a trading session7 = Cancel all orders</Desc>
<AbbrName>MassCxlReqTyp</AbbrName>
<OverrideXMLName>MassCxlReqTyp</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>ReqTyp</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>531</Tag>
<FieldName>MassCancelResponse</FieldName>
<Type>char</Type>
<Desc>Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel RequestValid values:0 = Cancel Request Rejected  -- See MassCancelRejectReason (532) = Cancel orders for a security 2 = Cancel orders for an Underlying security3 = Cancel orders for a Product4 = Cancel orders for a CFICode5 = Cancel orders for a SecurityType6 = Cancel orders for a trading session7 = Cancel all orders</Desc>
<AbbrName>MassCxlRsp</AbbrName>
<OverrideXMLName>MassCxlRsp</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>Rsp</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>532</Tag>
<FieldName>MassCancelRejectReason</FieldName>
<Type>char</Type>
<Desc>Reason Order Mass Cancel Request was rejectedValid valuess:0 = Mass Cancel Not Supported = Invalid or unknown Security2 = Invalid or unknown underlying3 = Invalid or unknown Product4 = Invalid or unknown CFICode5 = Invalid or unknown Security Type6 = Invalid or unknown trading session99 = Other</Desc>
<AbbrName>MassCxlRejRsn</AbbrName>
<OverrideXMLName>MassCxlRejRsn</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>RejRsn</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>533</Tag>
<FieldName>TotalAffectedOrders</FieldName>
<Type>int</Type>
<Desc>Total number of orders affected by mass cancel request.</Desc>
<AbbrName>TotAffctdOrds</AbbrName>
<OverrideXMLName>TotAffctdOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>534</Tag>
<FieldName>NoAffectedOrders</FieldName>
<Type>int</Type>
<Desc>Number of affected orders in the repeating group of order ids.</Desc>
<AbbrName>NoAffctdOrds</AbbrName>
<OverrideXMLName>NoAffctdOrds</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>535</Tag>
<FieldName>AffectedOrderID</FieldName>
<Type>String</Type>
<Desc>OrderID (37) of an order affected by a mass cancel request.</Desc>
<AbbrName>AffctdOrdID</AbbrName>
<OverrideXMLName>AffctdOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>536</Tag>
<FieldName>AffectedSecondaryOrderID</FieldName>
<Type>String</Type>
<Desc>SecondaryOrderID (98) of an order affected by a mass cancel request.</Desc>
<AbbrName>AffctdScndOrdID</AbbrName>
<OverrideXMLName>AffctdScndOrdID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>537</Tag>
<FieldName>QuoteType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of quote.Valid values:0 = Indicative = Tradeable2 = Restricted Tradeable3 = Counter (tradable)An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade.A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market.A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order.A counter quote is used in the negotiation model.  See Volume 7 – Product: Fixed Income for example usage.</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>538</Tag>
<FieldName>NestedPartyRole</FieldName>
<Type>int</Type>
<Desc>PartyRole value within a nested repeating group.   Same values as  PartyRole (452)</Desc>
<AbbrName>Role</AbbrName>
<OverrideXMLName>R</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>539</Tag>
<FieldName>NoNestedPartyIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries</Desc>
<AbbrName>NoNstPtyIDs</AbbrName>
<OverrideXMLName>NoNstPtyIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>540</Tag>
<FieldName>TotalAccruedInterestAmt</FieldName>
<Type>Amt</Type>
<Desc>*** DEPRECATED FIELD - See &quot;Deprecated (Phased-out) Features and Supported Approach&quot; ***Total Amount of Accrued Interest for convertible bonds and fixed income</Desc>
<AbbrName>TotAcrdIntAmt</AbbrName>
<OverrideXMLName>TotAcrdIntAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>541</Tag>
<FieldName>MaturityDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date of maturity.</Desc>
<AbbrName>MatDt</AbbrName>
<OverrideXMLName>MatDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>542</Tag>
<FieldName>UnderlyingMaturityDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Underlying security’s maturity date.  See MaturityDate (54) field for description</Desc>
<AbbrName>Mat</AbbrName>
<OverrideXMLName>Mat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>543</Tag>
<FieldName>InstrRegistry</FieldName>
<Type>String</Type>
<Desc>The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.Valid values:BIC (Bank Identification Code—Swift managed) = the depository or custodian who maintains ownership RecordsISO Country Code = country in which registry is kept&quot;ZZ&quot; = physical or bearer</Desc>
<AbbrName>Rgstry</AbbrName>
<OverrideXMLName>Rgstry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>544</Tag>
<FieldName>CashMargin</FieldName>
<Type>char</Type>
<Desc>Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request.Valid values: = Cash2 = Margin Open3 = Margin Close</Desc>
<AbbrName>CshMgn</AbbrName>
<OverrideXMLName>CshMgn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>545</Tag>
<FieldName>NestedPartySubID</FieldName>
<Type>String</Type>
<Desc>PartySubID value within a nested repeating group.   Same values as  PartySubID (523)</Desc>
<AbbrName>SubID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>546</Tag>
<FieldName>Scope</FieldName>
<Type>MultipleStringValue</Type>
<Desc>Defines the scope of a data element.Valid values: = Local (Exchange, ECN, ATS)2 = National3 = Global</Desc>
<AbbrName>Scope</AbbrName>
<OverrideXMLName>Scope</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>547</Tag>
<FieldName>MDImplicitDelete</FieldName>
<Type>Boolean</Type>
<Desc>Defines how a server handles distribution of a truncated book.  Defaults to broker option.Valid values:Y = Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request.N = Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request.</Desc>
<AbbrName>ImplctDel</AbbrName>
<OverrideXMLName>ImplctDel</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>548</Tag>
<FieldName>CrossID</FieldName>
<Type>String</Type>
<Desc>Identifier for a cross order.  Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders.</Desc>
<AbbrName>CrssID</AbbrName>
<OverrideXMLName>CrssID</OverrideXMLName>
<BaseCatagory>CrossOrders</BaseCatagory>
<BaseCatagoryXMLName>ID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>549</Tag>
<FieldName>CrossType</FieldName>
<Type>int</Type>
<Desc>Type of cross being submitted to a marketValid values: = Cross Trade which is executed completely or not. Both sides are treated in the same manner. This is equivalent to an All or None.2 = Cross Trade which is executed partially and the rest is cancelled. One side is fully executed, the other side is partially executed with the remainder being cancelled. This is equivalent to an Immediate or Cancel on the other side. Note: The CrossPrioritzation (550) field may be used to indicate which side should fully execute in this scenario.3 = Cross trade which is partially executed with the unfilled portions remaining active. One side of the cross is fully executed (as denoted with the CrossPrioritization field), but the unfilled portion remains active.4 = Cross trade is executed with existing orders with the same price. In the case other orders exist with the same price, the quantity of the Cross is executed against the existing orders and quotes, the remainder of the cross is executed against the other side of the cross. The two sides potentially have different quantities.</Desc>
<AbbrName>CrssTyp</AbbrName>
<OverrideXMLName>CrssTyp</OverrideXMLName>
<BaseCatagory>CrossOrders</BaseCatagory>
<BaseCatagoryXMLName>Typ</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>550</Tag>
<FieldName>CrossPrioritization</FieldName>
<Type>int</Type>
<Desc>Indicates if one side or the other of a cross order should be prioritized.0 = None = Buy side is prioritized2 = Sell side is prioritizedThe definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets – prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected).</Desc>
<AbbrName>CrssPriortstn</AbbrName>
<OverrideXMLName>CrssPriortstn</OverrideXMLName>
<BaseCatagory>CrossOrders</BaseCatagory>
<BaseCatagoryXMLName>Priorty</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>551</Tag>
<FieldName>OrigCrossID</FieldName>
<Type>String</Type>
<Desc>CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests.</Desc>
<AbbrName>OrigCrssID</AbbrName>
<OverrideXMLName>OrigCrssID</OverrideXMLName>
<BaseCatagory>CrossOrders</BaseCatagory>
<BaseCatagoryXMLName>OrigID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>552</Tag>
<FieldName>NoSides</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Side repeating group instances.  Valid values: = one side2 = both sides</Desc>
<AbbrName>NoSides</AbbrName>
<OverrideXMLName>NoSides</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>553</Tag>
<FieldName>Username</FieldName>
<Type>String</Type>
<Desc>Userid or username.</Desc>
<AbbrName>Username</AbbrName>
<OverrideXMLName>Username</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>554</Tag>
<FieldName>Password</FieldName>
<Type>String</Type>
<Desc>Password or passphrase.</Desc>
<AbbrName>Password</AbbrName>
<OverrideXMLName>Password</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>555</Tag>
<FieldName>NoLegs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of InstrumentLeg repeating group instances.</Desc>
<AbbrName>NoLegs</AbbrName>
<OverrideXMLName>NoLegs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>556</Tag>
<FieldName>LegCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency associated with a particular Leg&apos;s quantity</Desc>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>557</Tag>
<FieldName>TotNoSecurityTypes</FieldName>
<Type>int</Type>
<Desc>Indicates total number of security types in the event that multiple Security Type messages are used to return results(Prior to FIX 4.4 this field was named TotalNumSecurityTypes)</Desc>
<AbbrName>TotNoSecTyps</AbbrName>
<OverrideXMLName>TotNoSecTyps</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>558</Tag>
<FieldName>NoSecurityTypes</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Security Type repeating group instances.  </Desc>
<AbbrName>NoSecTyps</AbbrName>
<OverrideXMLName>NoSecTyps</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>559</Tag>
<FieldName>SecurityListRequestType</FieldName>
<Type>int</Type>
<Desc>Identifies the type/criteria of Security List RequestValid values:0 = Symbol = SecurityType and/or CFICode2 = Product3 = TradingSessionID4 = All Securities</Desc>
<AbbrName>ListReqTyp</AbbrName>
<OverrideXMLName>ListReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>560</Tag>
<FieldName>SecurityRequestResult</FieldName>
<Type>int</Type>
<Desc>The results returned to a Security Request messageValid values:0 = Valid request = Invalid or unsupported request2 = No instruments found that match selection criteria3 = Not authorized to retrieve instrument data4 = Instrument data temporarily unavailable5 = Request for instrument data not supported</Desc>
<AbbrName>ReqRslt</AbbrName>
<OverrideXMLName>ReqRslt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>561</Tag>
<FieldName>RoundLot</FieldName>
<Type>Qty</Type>
<Desc>The trading lot size of a security</Desc>
<AbbrName>RndLot</AbbrName>
<OverrideXMLName>RndLot</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>562</Tag>
<FieldName>MinTradeVol</FieldName>
<Type>Qty</Type>
<Desc>The minimum trading volume for a security</Desc>
<AbbrName>MinTrdVol</AbbrName>
<OverrideXMLName>MinTrdVol</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>563</Tag>
<FieldName>MultiLegRptTypeReq</FieldName>
<Type>int</Type>
<Desc>Indicates the method of execution reporting requested by issuer of the order.0 = Report by mulitleg security only (Do not report legs) = Report by multileg security and by instrument legs belonging to the multileg security.2 = Report by instrument legs belonging to the multileg security only (Do not report status of multileg security)</Desc>
<AbbrName>MLEGRptTypReq</AbbrName>
<OverrideXMLName>MLEGRptTypReq</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>564</Tag>
<FieldName>LegPositionEffect</FieldName>
<Type>char</Type>
<Desc>PositionEffect for leg of a multileg  See PositionEffect (77) field for description</Desc>
<AbbrName>PosEfct</AbbrName>
<OverrideXMLName>PosEfct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>565</Tag>
<FieldName>LegCoveredOrUncovered</FieldName>
<Type>int</Type>
<Desc>CoveredOrUncovered for leg of a multileg  See CoveredOrUncovered (203) field for description</Desc>
<AbbrName>Cover</AbbrName>
<OverrideXMLName>Cover</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>566</Tag>
<FieldName>LegPrice</FieldName>
<Type>Price</Type>
<Desc>Price for leg of a multileg  See Price (44) field for description</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>567</Tag>
<FieldName>TradSesStatusRejReason</FieldName>
<Type>int</Type>
<Desc>Indicates the reason a Trading Session Status Request was rejected.Valid values: = Unknown or invalid TradingSessionID99 = Other</Desc>
<AbbrName>StatRejRsn</AbbrName>
<OverrideXMLName>StatRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>568</Tag>
<FieldName>TradeRequestID</FieldName>
<Type>String</Type>
<Desc>Trade Capture Report Request ID</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>569</Tag>
<FieldName>TradeRequestType</FieldName>
<Type>int</Type>
<Desc>Type of Trade Capture Report.Valid values:0 = All trades = Matched trades matching Criteria provided on request (parties, exec id, trade id, order id, instrument, input source, etc.)2 = Unmatched trades that match criteria3 = Unreported trades that match criteria4 = Advisories that match criteria</Desc>
<AbbrName>ReqTyp</AbbrName>
<OverrideXMLName>ReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>570</Tag>
<FieldName>PreviouslyReported</FieldName>
<Type>Boolean</Type>
<Desc>Indicates if the trade capture report was previously reported to the counterpartyValid values:Y = previously reported to counterpartyN = not reported to counterparty</Desc>
<AbbrName>PrevlyRpted</AbbrName>
<OverrideXMLName>PrevlyRpted</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>571</Tag>
<FieldName>TradeReportID</FieldName>
<Type>String</Type>
<Desc>Unique identifier of trade capture report</Desc>
<AbbrName>RptID</AbbrName>
<OverrideXMLName>RptID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>572</Tag>
<FieldName>TradeReportRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier used with CANCEL and REPLACE transaction types.</Desc>
<AbbrName>RptRefID</AbbrName>
<OverrideXMLName>RptRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>573</Tag>
<FieldName>MatchStatus</FieldName>
<Type>char</Type>
<Desc>The status of this trade with respect to matching or comparison.Valid values:0 = compared, matched or affirmed = uncompared, unmatched, or unaffirmed2 = advisory or alert</Desc>
<AbbrName>MtchStat</AbbrName>
<OverrideXMLName>MtchStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>574</Tag>
<FieldName>MatchType</FieldName>
<Type>String</Type>
<Desc>The point in the matching process at which this trade was matched.Valid values:For NYSE and AMEX:A = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window)A2 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badgesA3 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus two badges and execution time (within two-minute window)A4 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, andSpecial Trade Indicator plus two badgesA5 = Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus execution time (within two-minute window)AQ = Compared records resulting from stamped advisories or specialistaccepts/pair-offsS to S5 = Summarized Match using A to A5 exact match criteria except quantity is summarizedM = Exact Match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges and timesM2 = Summarized Match minus badges and timesMT = OCS Locked In For NASDAQ:M = ACT M MatchM2 = ACT M2 MatchM3 = ACT Accepted TradeM4 = ACT Default TradeM5 = ACT Default After M2M6 = ACT M6 MatchMT = Non-ACT</Desc>
<AbbrName>MtchTyp</AbbrName>
<OverrideXMLName>MtchTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>575</Tag>
<FieldName>OddLot</FieldName>
<Type>Boolean</Type>
<Desc>This trade is to be treated as an odd lotValues:Y = treat as odd lotN = treat as round lotIf this field is not specified, the default will be &quot;N&quot;</Desc>
<AbbrName>OddLot</AbbrName>
<OverrideXMLName>OddLot</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>576</Tag>
<FieldName>NoClearingInstructions</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of clearing instructions</Desc>
<AbbrName>NoClrngInstrctns</AbbrName>
<OverrideXMLName>NoClrngInstrctns</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>577</Tag>
<FieldName>ClearingInstruction</FieldName>
<Type>int</Type>
<Desc>Eligibility of this trade for clearing and central counterparty processingValid values:0 = process normally = exclude from all netting2 = bilateral netting only3 = ex clearing4 = special trade5 = multilateral netting6 = clear against central counterparty7 = exclude from central counterparty8 = Manual mode (pre-posting and/or pre-giveup)9 = Automatic posting mode (trade posting to the position account number specified)0 = Automatic give-up mode (trade give-up to the give-up destination number specified) = Qualified Service Representative (QSR) - 2 = Customer Trade3 = Self clearingvalues above 4000 are reserved for agreement between parties</Desc>
<AbbrName>ClrngInstrctn</AbbrName>
<OverrideXMLName>ClrngInstrctn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>578</Tag>
<FieldName>TradeInputSource</FieldName>
<Type>String</Type>
<Desc>Type of input device or system from which the trade was entered.</Desc>
<AbbrName>InptSrc</AbbrName>
<OverrideXMLName>InptSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>579</Tag>
<FieldName>TradeInputDevice</FieldName>
<Type>String</Type>
<Desc>Specific device number, terminal number or station where trade was entered</Desc>
<AbbrName>InptDev</AbbrName>
<OverrideXMLName>InptDev</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>580</Tag>
<FieldName>NoDates</FieldName>
<Type>int</Type>
<Desc>Number of Date fields provided in date range</Desc>
<AbbrName>NoDts</AbbrName>
<OverrideXMLName>NoDts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>581</Tag>
<FieldName>AccountType</FieldName>
<Type>int</Type>
<Desc>Type of account associated with an orderValid values: = Account is carried on customer Side of Books2 = Account is carried on non-Customer Side of books3 = House Trader4 = Floor Trader6 = Account is carried on non-customer side of books and is cross margined7 = Account is house trader and is cross margined8 = Joint Backoffice Account (JBO)</Desc>
<AbbrName>AcctTyp</AbbrName>
<OverrideXMLName>AcctTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>582</Tag>
<FieldName>CustOrderCapacity</FieldName>
<Type>int</Type>
<Desc>Capacity of customer placing the order = Member trading for their own account2 = Clearing Firm trading for its proprietary account3 = Member trading for another member4 = All other Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission).</Desc>
<AbbrName>CustCpcty</AbbrName>
<OverrideXMLName>CustCpcty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>583</Tag>
<FieldName>ClOrdLinkID</FieldName>
<Type>String</Type>
<Desc>Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer  or to associate lists submitted to a broker as waves of a larger program trade.</Desc>
<AbbrName>ClOrdLinkID</AbbrName>
<OverrideXMLName>ClOrdLinkID</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>LnkID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>584</Tag>
<FieldName>MassStatusReqID</FieldName>
<Type>String</Type>
<Desc>Value assigned by issuer of Mass Status Request to uniquely identify the request</Desc>
<AbbrName>MassStatReqID</AbbrName>
<OverrideXMLName>MassStatReqID</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>ReqID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>585</Tag>
<FieldName>MassStatusReqType</FieldName>
<Type>int</Type>
<Desc>Mass Status Request TypeValid values: = Status for orders for a security 2 = Status for orders for an Underlying security3 = Status for orders for a Product4 = Status for orders for a CFICode5 = Status for orders for a SecurityType6 = Status for orders for a trading session7 = Status for all orders8 = Status for orders for a PartyID</Desc>
<AbbrName>MassStatReqTyp</AbbrName>
<OverrideXMLName>MassStatReqTyp</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>ReqTyp</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>586</Tag>
<FieldName>OrigOrdModTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order.The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued.This is provided to support markets similar to Eurex and A/C/E.</Desc>
<AbbrName>OrigOrdModTm</AbbrName>
<OverrideXMLName>OrigOrdModTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>587</Tag>
<FieldName>LegSettlType</FieldName>
<Type>char</Type>
<Desc>Refer to values for SettlType[63]</Desc>
<AbbrName>SettlTyp</AbbrName>
<OverrideXMLName>SettlTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>588</Tag>
<FieldName>LegSettlDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Refer to description for SettlDate[64]</Desc>
<AbbrName>SettlDt</AbbrName>
<OverrideXMLName>SettlDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>589</Tag>
<FieldName>DayBookingInst</FieldName>
<Type>char</Type>
<Desc>Indicates whether or not automatic booking can occur.0 = Can trigger booking without reference to the order initiator (&quot;auto&quot;) = Speak with order initiator before booking (&quot;speak first&quot;)2 = Accumulate</Desc>
<AbbrName>DayBkngInst</AbbrName>
<OverrideXMLName>DayBkngInst</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>590</Tag>
<FieldName>BookingUnit</FieldName>
<Type>char</Type>
<Desc>Indicates what constitutes a bookable unit.0 = Each partial execution is a bookable unit = Aggregate partial executions on this order, and book one trade per order2 = Aggregate executions for this symbol, side, and settlement date</Desc>
<AbbrName>BkngUnit</AbbrName>
<OverrideXMLName>BkngUnit</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>591</Tag>
<FieldName>PreallocMethod</FieldName>
<Type>char</Type>
<Desc>Indicates the method of preallocation.0 = Pro-rata = Do not pro-rata = discuss first</Desc>
<AbbrName>PreallocMethod</AbbrName>
<OverrideXMLName>PreallocMeth</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>592</Tag>
<FieldName>UnderlyingCountryOfIssue</FieldName>
<Type>Country</Type>
<Desc>Underlying security’s CountryOfIssue.  See CountryOfIssue (470) field for description</Desc>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>Ctry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>593</Tag>
<FieldName>UnderlyingStateOrProvinceOfIssue</FieldName>
<Type>String</Type>
<Desc>Underlying security’s StateOrProvinceOfIssue.  See StateOrProvinceOfIssue (47) field for description</Desc>
<AbbrName>StOrProvnc</AbbrName>
<OverrideXMLName>StOrProvnc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>594</Tag>
<FieldName>UnderlyingLocaleOfIssue</FieldName>
<Type>String</Type>
<Desc>Underlying security’s LocaleOfIssue.  See LocaleOfIssue (472) field for description</Desc>
<AbbrName>Lcl</AbbrName>
<OverrideXMLName>Lcl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>595</Tag>
<FieldName>UnderlyingInstrRegistry</FieldName>
<Type>String</Type>
<Desc>Underlying security’s InstrRegistry.  See InstrRegistry (543) field for description</Desc>
<AbbrName>Rgstry</AbbrName>
<OverrideXMLName>Rgstry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>596</Tag>
<FieldName>LegCountryOfIssue</FieldName>
<Type>Country</Type>
<Desc>Multileg instrument&apos;s individual leg security’s CountryOfIssue.  See CountryOfIssue (470) field for description</Desc>
<AbbrName>Ctry</AbbrName>
<OverrideXMLName>Ctry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>597</Tag>
<FieldName>LegStateOrProvinceOfIssue</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s StateOrProvinceOfIssue.  See StateOrProvinceOfIssue (47) field for description</Desc>
<AbbrName>StOrProvnc</AbbrName>
<OverrideXMLName>StOrProvnc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>598</Tag>
<FieldName>LegLocaleOfIssue</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s LocaleOfIssue.  See LocaleOfIssue (472) field for description</Desc>
<AbbrName>Lcl</AbbrName>
<OverrideXMLName>Lcl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>599</Tag>
<FieldName>LegInstrRegistry</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual leg security’s InstrRegistry.  See InstrRegistry (543) field for description</Desc>
<AbbrName>Rgstry</AbbrName>
<OverrideXMLName>Rgstry</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>600</Tag>
<FieldName>LegSymbol</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s Symbol.  See Symbol (55) field for description</Desc>
<AbbrName>Sym</AbbrName>
<OverrideXMLName>Sym</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>601</Tag>
<FieldName>LegSymbolSfx</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SymbolSfx.  See SymbolSfx (65) field for description</Desc>
<AbbrName>Sfx</AbbrName>
<OverrideXMLName>Sfx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>602</Tag>
<FieldName>LegSecurityID</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityID.  See SecurityID (48) field for description</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>603</Tag>
<FieldName>LegSecurityIDSource</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityIDSource.  See SecurityIDSource (22) field for description</Desc>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>604</Tag>
<FieldName>NoLegSecurityAltID</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s NoSecurityAltID.  See NoSecurityAltID (454) field for description</Desc>
<AbbrName>NoLegSecAltID</AbbrName>
<OverrideXMLName>NoLegSecAltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>605</Tag>
<FieldName>LegSecurityAltID</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityAltID.  See SecurityAltID (455) field for description</Desc>
<AbbrName>SecAltID</AbbrName>
<OverrideXMLName>SecAltID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>606</Tag>
<FieldName>LegSecurityAltIDSource</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityAltIDSource.  See SecurityAltIDSource (456) field for description</Desc>
<AbbrName>SecAltIDSrc</AbbrName>
<OverrideXMLName>SecAltIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>607</Tag>
<FieldName>LegProduct</FieldName>
<Type>int</Type>
<Desc>Multileg instrument&apos;s individual  security’s Product.  See Product (460) field for description</Desc>
<AbbrName>Prod</AbbrName>
<OverrideXMLName>Prod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>608</Tag>
<FieldName>LegCFICode</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s CFICode.  See CFICode (46) field for description</Desc>
<AbbrName>CFI</AbbrName>
<OverrideXMLName>CFI</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>609</Tag>
<FieldName>LegSecurityType</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityType.  See SecurityType (67) field for description</Desc>
<AbbrName>SecTyp</AbbrName>
<OverrideXMLName>SecTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>610</Tag>
<FieldName>LegMaturityMonthYear</FieldName>
<Type>month-year</Type>
<Desc>Multileg instrument&apos;s individual  security’s MaturityMonthYear.  See MaturityMonthYear (200) field for description</Desc>
<AbbrName>MMY</AbbrName>
<OverrideXMLName>MMY</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>611</Tag>
<FieldName>LegMaturityDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Multileg instrument&apos;s individual  security’s MaturityDate.  See MaturityDate (54) field for description</Desc>
<AbbrName>Mat</AbbrName>
<OverrideXMLName>Mat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>612</Tag>
<FieldName>LegStrikePrice</FieldName>
<Type>Price</Type>
<Desc>Multileg instrument&apos;s individual  security’s StrikePrice.  See StrikePrice (202) field for description</Desc>
<AbbrName>Strk</AbbrName>
<OverrideXMLName>Strk</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>613</Tag>
<FieldName>LegOptAttribute</FieldName>
<Type>char</Type>
<Desc>Multileg instrument&apos;s individual  security’s OptAttribute.  See OptAttribute (206) field for description</Desc>
<AbbrName>OptA</AbbrName>
<OverrideXMLName>OptA</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>614</Tag>
<FieldName>LegContractMultiplier</FieldName>
<Type>float</Type>
<Desc>Multileg instrument&apos;s individual  security’s ContractMultiplier.  See ContractMultiplier (23) field for description</Desc>
<AbbrName>Cmult</AbbrName>
<OverrideXMLName>Cmult</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>615</Tag>
<FieldName>LegCouponRate</FieldName>
<Type>Percentage</Type>
<Desc>Multileg instrument&apos;s individual  security’s CouponRate.  See CouponRate (223) field for description</Desc>
<AbbrName>CpnRt</AbbrName>
<OverrideXMLName>CpnRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>616</Tag>
<FieldName>LegSecurityExchange</FieldName>
<Type>Exchange</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityExchange.  See SecurityExchange (207) field for description</Desc>
<AbbrName>Exch</AbbrName>
<OverrideXMLName>Exch</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>617</Tag>
<FieldName>LegIssuer</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s Issuer.  See Issuer (06) field for description</Desc>
<AbbrName>Issr</AbbrName>
<OverrideXMLName>Issr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>618</Tag>
<FieldName>EncodedLegIssuerLen</FieldName>
<Type>Length</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedIssuerLen.  See EncodedIssuerLen (348) field for description</Desc>
<LenRefers>619</LenRefers>
<AbbrName>EncLegIssrLen</AbbrName>
<OverrideXMLName>EncLegIssrLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>619</Tag>
<FieldName>EncodedLegIssuer</FieldName>
<Type>data</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedIssuer.  See EncodedIssuer (349) field for description</Desc>
<AbbrName>EncLegIssr</AbbrName>
<OverrideXMLName>EncLegIssr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>620</Tag>
<FieldName>LegSecurityDesc</FieldName>
<Type>String</Type>
<Desc>Multileg instrument&apos;s individual  security’s SecurityDesc.  See SecurityDesc (07) field for description</Desc>
<AbbrName>Desc</AbbrName>
<OverrideXMLName>Desc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>621</Tag>
<FieldName>EncodedLegSecurityDescLen</FieldName>
<Type>Length</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedSecurityDescLen.  See EncodedSecurityDescLen (350) field for description</Desc>
<LenRefers>622</LenRefers>
<AbbrName>EncLegSecDescLen</AbbrName>
<OverrideXMLName>EncLegSecDescLen</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>622</Tag>
<FieldName>EncodedLegSecurityDesc</FieldName>
<Type>data</Type>
<Desc>Multileg instrument&apos;s individual  security’s EncodedSecurityDesc.  See EncodedSecurityDesc (35) field for description</Desc>
<AbbrName>EncLegSecDesc</AbbrName>
<OverrideXMLName>EncLegSecDesc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>623</Tag>
<FieldName>LegRatioQty</FieldName>
<Type>float</Type>
<Desc>The ratio of quantity for this individual leg relative to the entire multileg security.</Desc>
<AbbrName>RatioQty</AbbrName>
<OverrideXMLName>RatioQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>624</Tag>
<FieldName>LegSide</FieldName>
<Type>char</Type>
<Desc>The side of this individual leg (multileg security).  See Side (54) field for description and values</Desc>
<AbbrName>Side</AbbrName>
<OverrideXMLName>Side</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>625</Tag>
<FieldName>TradingSessionSubID</FieldName>
<Type>String</Type>
<Desc>Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties.Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.</Desc>
<AbbrName>TrdgSessSubID</AbbrName>
<OverrideXMLName>SesSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>626</Tag>
<FieldName>AllocType</FieldName>
<Type>int</Type>
<Desc>Describes the specific type or purpose of an Allocation message (i.e. &quot;Buyside Calculated&quot;) Valid values: = Calculated (includes MiscFees and NetMoney)2 = Preliminary (without MiscFees and NetMoney)3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney)  (Replaced)4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced)5  = Ready-To-Book - Single Order6 = Buyside Ready-To-Book - Combined Set of Orders  (Replaced)7 = Warehouse instruction8 = Request to Intermediary(see Volume : &quot;Glossary&quot; for value definitions)*** SOME VALUES HAVE BEEN REPLACED - See &quot;Replaced Features and Supported Approach&quot; ***</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>AllocType</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>Typ</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>627</Tag>
<FieldName>NoHops</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of HopCompID entries in repeating group.</Desc>
<AbbrName>NoHops</AbbrName>
<OverrideXMLName>NoHops</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>628</Tag>
<FieldName>HopCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple “hops” are performed). It is recommended that this value be the SenderCompID (49) of the third party.Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”.  Only applicable if OnBehalfOfCompID (5) is being used.</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>629</Tag>
<FieldName>HopSendingTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party.Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”.  Only applicable if OnBehalfOfCompID (5) is being used.</Desc>
<AbbrName>Snt</AbbrName>
<OverrideXMLName>Snt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>630</Tag>
<FieldName>HopRefID</FieldName>
<Type>SeqNum</Type>
<Desc>Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party.Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or “hubs”.  Only applicable if OnBehalfOfCompID (5) is being used.</Desc>
<AbbrName>Ref</AbbrName>
<OverrideXMLName>Ref</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>631</Tag>
<FieldName>MidPx</FieldName>
<Type>Price</Type>
<Desc>Mid price/rate</Desc>
<AbbrName>MidPx</AbbrName>
<OverrideXMLName>MidPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>632</Tag>
<FieldName>BidYield</FieldName>
<Type>Percentage</Type>
<Desc>Bid yield</Desc>
<AbbrName>BidYld</AbbrName>
<OverrideXMLName>BidYld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>633</Tag>
<FieldName>MidYield</FieldName>
<Type>Percentage</Type>
<Desc>Mid yield</Desc>
<AbbrName>MidYld</AbbrName>
<OverrideXMLName>MidYld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>634</Tag>
<FieldName>OfferYield</FieldName>
<Type>Percentage</Type>
<Desc>Offer yield</Desc>
<AbbrName>OfrYld</AbbrName>
<OverrideXMLName>OfrYld</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>635</Tag>
<FieldName>ClearingFeeIndicator</FieldName>
<Type>String</Type>
<Desc>Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. Valid Values (source CBOT, CME, NYBOT, and NYMEX):B = CBOE MemberC = Non-member and CustomerE = Equity Member and Clearing MemberF = Full and Associate Member trading for own account and as floor BrokersH = 06.H and 06.J FirmsI = GIM, IDEM and COM Membership Interest HoldersL = Lessee and 06.F EmployeesM = All other ownership types = st year delegate trading for his own account2 = 2nd year delegate trading for his own account3 = 3rd year delegate trading for his own account4 = 4th year delegate trading for his own account5 = 5th year delegate trading for his own account9 = 6th year and beyond delegate trading for his own account</Desc>
<AbbrName>ClrngFeeInd</AbbrName>
<OverrideXMLName>ClrFeeInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>636</Tag>
<FieldName>WorkingIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates if the order is currently being worked.  Applicable only for OrdStatus = “New”.  For open outcry markets this indicates that the order is being worked in the crowd.  For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Valid values:Y = Order is currently being workedN = Order has been accepted but not yet in a working state</Desc>
<AbbrName>WorkingInd</AbbrName>
<OverrideXMLName>WorkingInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>637</Tag>
<FieldName>LegLastPx</FieldName>
<Type>Price</Type>
<Desc>Execution price assigned to a leg of a multileg instrument.      See LastPx (3) field for description and values</Desc>
<AbbrName>LastPx</AbbrName>
<OverrideXMLName>LastPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>638</Tag>
<FieldName>PriorityIndicator</FieldName>
<Type>int</Type>
<Desc>Indicates if a Cancel/Replace has caused an order to lose book priority.Valid values:0 = Priority Unchanged = Lost Priority as result of order change</Desc>
<AbbrName>PriInd</AbbrName>
<OverrideXMLName>PriInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>639</Tag>
<FieldName>PriceImprovement</FieldName>
<Type>PriceOffset</Type>
<Desc>Amount of price improvement.</Desc>
<AbbrName>PxImprvmnt</AbbrName>
<OverrideXMLName>PxImprvmnt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>640</Tag>
<FieldName>Price2</FieldName>
<Type>Price</Type>
<Desc>Price of the future part of a F/X swap order.   See Price (44) for description.</Desc>
<AbbrName>Px2</AbbrName>
<OverrideXMLName>Px2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>641</Tag>
<FieldName>LastForwardPoints2</FieldName>
<Type>PriceOffset</Type>
<Desc>F/X forward points of the future part of a F/X swap order added to LastSpotRate (94).  May be a negative value.</Desc>
<AbbrName>LastFwdPnts2</AbbrName>
<OverrideXMLName>LastFwdPnts2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>642</Tag>
<FieldName>BidForwardPoints2</FieldName>
<Type>PriceOffset</Type>
<Desc>Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.</Desc>
<AbbrName>BidFwdPnts2</AbbrName>
<OverrideXMLName>BidFwdPnts2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>643</Tag>
<FieldName>OfferForwardPoints2</FieldName>
<Type>PriceOffset</Type>
<Desc>Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value.</Desc>
<AbbrName>OfrFwdPnts2</AbbrName>
<OverrideXMLName>OfrFwdPnts2</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>644</Tag>
<FieldName>RFQReqID</FieldName>
<Type>String</Type>
<Desc>RFQ Request ID – used to identify an RFQ Request.</Desc>
<AbbrName>RFQReqID</AbbrName>
<OverrideXMLName>RFQReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>645</Tag>
<FieldName>MktBidPx</FieldName>
<Type>Price</Type>
<Desc>Used to indicate the best bid in a market</Desc>
<AbbrName>MktBidPx</AbbrName>
<OverrideXMLName>MktBidPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>646</Tag>
<FieldName>MktOfferPx</FieldName>
<Type>Price</Type>
<Desc>Used to indicate the best offer in a market</Desc>
<AbbrName>MktOfrPx</AbbrName>
<OverrideXMLName>MktOfrPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>647</Tag>
<FieldName>MinBidSize</FieldName>
<Type>Qty</Type>
<Desc>Used to indicate a minimum quantity for a bid. If this field is used the BidSize (34) field is interpreted as the maximum bid size</Desc>
<AbbrName>MinBidSz</AbbrName>
<OverrideXMLName>MinBidSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>648</Tag>
<FieldName>MinOfferSize</FieldName>
<Type>Qty</Type>
<Desc>Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (35) field is interpreted as the maximum offer size.</Desc>
<AbbrName>MinOfrSz</AbbrName>
<OverrideXMLName>MinOfrSz</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>649</Tag>
<FieldName>QuoteStatusReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Quote Status Request.</Desc>
<AbbrName>StatReqID</AbbrName>
<OverrideXMLName>StatReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>650</Tag>
<FieldName>LegalConfirm</FieldName>
<Type>Boolean</Type>
<Desc>Indicates that this message is to serve as the final and legal confirmation.Valid values:Y = Legal confirmN = Does not constitute a legal confirm</Desc>
<AbbrName>LegalCnfm</AbbrName>
<OverrideXMLName>LegalCnfm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>651</Tag>
<FieldName>UnderlyingLastPx</FieldName>
<Type>Price</Type>
<Desc>The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.</Desc>
<AbbrName>UndLastPx</AbbrName>
<OverrideXMLName>UndLastPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>652</Tag>
<FieldName>UnderlyingLastQty</FieldName>
<Type>Qty</Type>
<Desc>The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative.</Desc>
<AbbrName>UndLastQty</AbbrName>
<OverrideXMLName>UndLastQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>653</Tag>
<FieldName>SecDefStatus</FieldName>
<Type>int</Type>
<Desc>No longer used as of FIX 4.3.  Included here for reference to prior versions.*** REPLACED FIELD - See &quot;Replaced Features and Supported Approach&quot; ***State of a security definition request made to a market. Useful for markets, such as derivatives markets, where market participants are permitted to define instruments for subsequent tradingValid values:0 = Pending Approval = Approved (Accepted)2 = Rejected 3 = Unauthorized request4 = Invalid definition request</Desc>
<AbbrName>DefStat</AbbrName>
<OverrideXMLName>DefStat</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>654</Tag>
<FieldName>LegRefID</FieldName>
<Type>String</Type>
<Desc>Unique indicator for a specific leg.</Desc>
<AbbrName>RefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>655</Tag>
<FieldName>ContraLegRefID</FieldName>
<Type>String</Type>
<Desc>Unique indicator for a specific leg for the ContraBroker (375).</Desc>
<AbbrName>CntraLegRefID</AbbrName>
<OverrideXMLName>CntraLegRefID</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>LegRefID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>656</Tag>
<FieldName>SettlCurrBidFxRate</FieldName>
<Type>float</Type>
<Desc>Foreign exchange rate used to compute the bid “SettlCurrAmt” (9) from Currency (5) to SettlCurrency (20)</Desc>
<AbbrName>SettlCurrBidFxRt</AbbrName>
<OverrideXMLName>SettlCurrBidFxRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>657</Tag>
<FieldName>SettlCurrOfferFxRate</FieldName>
<Type>float</Type>
<Desc>Foreign exchange rate used to compute the offer “SettlCurrAmt” (9) from Currency (5) to SettlCurrency (20)</Desc>
<AbbrName>SettlCurrOfrFxRt</AbbrName>
<OverrideXMLName>SettlCurrOfrFxRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>658</Tag>
<FieldName>QuoteRequestRejectReason</FieldName>
<Type>int</Type>
<Desc>Reason Quote was rejected:Valid Values: = Unknown symbol (Security)2 = Exchange(Security) closed3 = Quote Request exceeds limit4 = Too late to enter 5 = Invalid price6 = Not authorized to request quote7 = No match for inquiry8 = No market for instrument9 = No inventory0 = Pass99 = Other</Desc>
<AbbrName>ReqRejRsn</AbbrName>
<OverrideXMLName>ReqRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>659</Tag>
<FieldName>SideComplianceID</FieldName>
<Type>String</Type>
<Desc>ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting).</Desc>
<AbbrName>SideComplianceID</AbbrName>
<OverrideXMLName>SideComplianceID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>660</Tag>
<FieldName>AcctIDSource</FieldName>
<Type>int</Type>
<Desc>Used to identify the source of the Account () code.  This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.Valid values: = BIC2 = SID code3 = TFM (GSPTA)4 = OMGEO (AlertID)5 = DTCC code99 = Other (custom or proprietary)</Desc>
<AbbrName>AcctIDSrc</AbbrName>
<OverrideXMLName>AcctIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>661</Tag>
<FieldName>AllocAcctIDSource</FieldName>
<Type>int</Type>
<Desc>Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values.</Desc>
<AbbrName>ActIDSrc</AbbrName>
<OverrideXMLName>ActIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>662</Tag>
<FieldName>BenchmarkPrice</FieldName>
<Type>Price</Type>
<Desc>Specifies the price of the benchmark.</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>663</Tag>
<FieldName>BenchmarkPriceType</FieldName>
<Type>int</Type>
<Desc>Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values.</Desc>
<AbbrName>PxTyp</AbbrName>
<OverrideXMLName>PxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>664</Tag>
<FieldName>ConfirmID</FieldName>
<Type>String</Type>
<Desc>Message reference for Confirmation</Desc>
<AbbrName>CnfmID</AbbrName>
<OverrideXMLName>CnfmID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>665</Tag>
<FieldName>ConfirmStatus</FieldName>
<Type>int</Type>
<Desc>Identifies the status of the Confirmation.Valid values: = Received2 = Mismatched account3 = Missing settlement instructions4 = Confirmed5 = Request rejected</Desc>
<AbbrName>CnfmStat</AbbrName>
<OverrideXMLName>CnfmStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>666</Tag>
<FieldName>ConfirmTransType</FieldName>
<Type>int</Type>
<Desc>Identifies the Confirmation transaction type.Valid values:0 = New = Replace2 = Cancel</Desc>
<AbbrName>CnfmTransTyp</AbbrName>
<OverrideXMLName>CnfmTransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>667</Tag>
<FieldName>ContractSettlMonth</FieldName>
<Type>month-year</Type>
<Desc>Specifies when the contract (i.e. MBS/TBA) will settle.</Desc>
<AbbrName>CSetMo</AbbrName>
<OverrideXMLName>CSetMo</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>668</Tag>
<FieldName>DeliveryForm</FieldName>
<Type>int</Type>
<Desc>Identifies the form of delivery.Valid values: = BookEntry	 [the default]2 = Bearer</Desc>
<AbbrName>DlvryForm</AbbrName>
<OverrideXMLName>DlvryForm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>669</Tag>
<FieldName>LastParPx</FieldName>
<Type>Price</Type>
<Desc>Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (3) is expressed in Yield, Spread, Discount or any other type.  Usage: Execution Report and Allocation Report repeating executions block (from sellside).</Desc>
<AbbrName>LastParPx</AbbrName>
<OverrideXMLName>LastParPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>670</Tag>
<FieldName>NoLegAllocs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Allocations for the leg</Desc>
<AbbrName>NoLegAllocs</AbbrName>
<OverrideXMLName>NoLegAllocs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>671</Tag>
<FieldName>LegAllocAccount</FieldName>
<Type>String</Type>
<Desc>Allocation Account for the legSee AllocAccount (79) for description and valid values.</Desc>
<AbbrName>AllocAcct</AbbrName>
<OverrideXMLName>AllocAcct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>672</Tag>
<FieldName>LegIndividualAllocID</FieldName>
<Type>String</Type>
<Desc>Reference for the individual allocation ticketSee IndividualAllocID (467) for description and valid values.</Desc>
<AbbrName>IndAllocID</AbbrName>
<OverrideXMLName>IndAllocID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>673</Tag>
<FieldName>LegAllocQty</FieldName>
<Type>Qty</Type>
<Desc>Leg allocation quantity.See AllocQty (80) for description and valid values.</Desc>
<AbbrName>AllocQty</AbbrName>
<OverrideXMLName>AllocQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>674</Tag>
<FieldName>LegAllocAcctIDSource</FieldName>
<Type>String</Type>
<Desc>The source of the LegAllocAccount (67)See AllocAcctIDSource (66) for description and valid values.</Desc>
<AbbrName>AllocAcctIDSrc</AbbrName>
<OverrideXMLName>AllocAcctIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>675</Tag>
<FieldName>LegSettlCurrency</FieldName>
<Type>Currency</Type>
<Desc>Identifies settlement currency for the Leg.See SettlCurrency (20) for description and valid values</Desc>
<AbbrName>SettlCcy</AbbrName>
<OverrideXMLName>SettlCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>676</Tag>
<FieldName>LegBenchmarkCurveCurrency</FieldName>
<Type>Currency</Type>
<Desc>LegBenchmarkPrice (679) currencySee BenchmarkCurveCurrency (220) for description and valid values.</Desc>
<AbbrName>Ccy</AbbrName>
<OverrideXMLName>Ccy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>677</Tag>
<FieldName>LegBenchmarkCurveName</FieldName>
<Type>String</Type>
<Desc>Name of the Leg Benchmark Curve.See BenchmarkCurveName (22) for description and valid values.</Desc>
<AbbrName>Name</AbbrName>
<OverrideXMLName>Name</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>678</Tag>
<FieldName>LegBenchmarkCurvePoint</FieldName>
<Type>String</Type>
<Desc>Identifies the point on the Leg Benchmark Curve.See BenchmarkCurvePoint (222) for description and valid values.</Desc>
<AbbrName>Point</AbbrName>
<OverrideXMLName>Point</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>679</Tag>
<FieldName>LegBenchmarkPrice</FieldName>
<Type>Price</Type>
<Desc>Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values.</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>680</Tag>
<FieldName>LegBenchmarkPriceType</FieldName>
<Type>int</Type>
<Desc>The price type of the LegBenchmarkPrice. See BenchmarkPriceType (663) for description and valid values.</Desc>
<AbbrName>PxTyp</AbbrName>
<OverrideXMLName>PxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>681</Tag>
<FieldName>LegBidPx</FieldName>
<Type>Price</Type>
<Desc>Bid price of this leg.See BidPx (32) for description and valid values.</Desc>
<AbbrName>BidPx</AbbrName>
<OverrideXMLName>BidPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>682</Tag>
<FieldName>LegIOIQty</FieldName>
<Type>String</Type>
<Desc>Leg-specific IOI quantity.See IOIQty (27) for description and valid values</Desc>
<AbbrName>IOIQty</AbbrName>
<OverrideXMLName>IOIQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>683</Tag>
<FieldName>NoLegStipulations</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of leg stipulation entries</Desc>
<AbbrName>NoLegStips</AbbrName>
<OverrideXMLName>NoLegStips</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>684</Tag>
<FieldName>LegOfferPx</FieldName>
<Type>Price</Type>
<Desc>Offer price of this leg.See OfferPx (33) for description and valid values</Desc>
<AbbrName>OfrPx</AbbrName>
<OverrideXMLName>OfrPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>685</Tag>
<FieldName>LegOrderQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity ordered of this leg.See OrderQty (38) for description and valid values</Desc>
<AbbrName>OrdQty</AbbrName>
<OverrideXMLName>OrdQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>686</Tag>
<FieldName>LegPriceType</FieldName>
<Type>int</Type>
<Desc>The price type of the LegBidPx (68) and/or LegOfferPx (684).  See PriceType (423) for description and valid values</Desc>
<AbbrName>PxTyp</AbbrName>
<OverrideXMLName>PxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>687</Tag>
<FieldName>LegQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity of this leg, e.g. in Quote dialog.See Quantity (53) for description and valid values</Desc>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>688</Tag>
<FieldName>LegStipulationType</FieldName>
<Type>String</Type>
<Desc>For Fixed Income, type of Stipulation for this leg.  See StipulationType (233) for description and valid values</Desc>
<AbbrName>StipTyp</AbbrName>
<OverrideXMLName>StipTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>689</Tag>
<FieldName>LegStipulationValue</FieldName>
<Type>String</Type>
<Desc>For Fixed Income, value of stipulation.See StipulationValue (234) for description and valid values</Desc>
<AbbrName>StipVal</AbbrName>
<OverrideXMLName>StipVal</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>690</Tag>
<FieldName>LegSwapType</FieldName>
<Type>int</Type>
<Desc>For Fixed Income, used instead of LegQty (687) or LegOrderQty (685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap.Valid values: = Par For Par2 = Modified Duration4 = Risk5 = Proceeds</Desc>
<AbbrName>SwapTyp</AbbrName>
<OverrideXMLName>SwapTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>691</Tag>
<FieldName>Pool</FieldName>
<Type>String</Type>
<Desc>For Fixed Income, identifies MBS / ABS pool.</Desc>
<AbbrName>Pool</AbbrName>
<OverrideXMLName>Pool</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>692</Tag>
<FieldName>QuotePriceType</FieldName>
<Type>int</Type>
<Desc>Code to represent price type requested in Quote.Valid values: = percent (percent of par)2 = per share (e.g. cents per share)3 = fixed amount (absolute value)4 = discount – percentage points below par5 = premium – percentage points over par6 = basis points relative to benchmark7 = TED price8 = TED yield9 = Yield spread (swaps)0 = YieldIf the Quote Request is for a Swap values -8 apply to all legs.</Desc>
<AbbrName>QuotPxTyp</AbbrName>
<OverrideXMLName>QuotPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>693</Tag>
<FieldName>QuoteRespID</FieldName>
<Type>String</Type>
<Desc>Message reference for Quote Response</Desc>
<AbbrName>RspID</AbbrName>
<OverrideXMLName>RspID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>694</Tag>
<FieldName>QuoteRespType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of Quote Response.Valid values: = Hit/Lift2 = Counter3 = Expired4 = Cover5 = Done Away6 = Pass</Desc>
<AbbrName>RspTyp</AbbrName>
<OverrideXMLName>RspTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>695</Tag>
<FieldName>QuoteQualifier</FieldName>
<Type>char</Type>
<Desc>Code to qualify Quote useSee IOIQualifier (04) for description and valid values. </Desc>
<AbbrName>Qual</AbbrName>
<OverrideXMLName>Qual</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>696</Tag>
<FieldName>YieldRedemptionDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date).</Desc>
<AbbrName>RedDt</AbbrName>
<OverrideXMLName>RedDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>697</Tag>
<FieldName>YieldRedemptionPrice</FieldName>
<Type>Price</Type>
<Desc>Price to which the yield has been calculated.</Desc>
<AbbrName>RedPx</AbbrName>
<OverrideXMLName>RedPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>698</Tag>
<FieldName>YieldRedemptionPriceType</FieldName>
<Type>int</Type>
<Desc>The price type of the YieldRedemptionPrice (697)  See PriceType (423) for description and valid values.  </Desc>
<AbbrName>RedPxTyp</AbbrName>
<OverrideXMLName>RedPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>699</Tag>
<FieldName>BenchmarkSecurityID</FieldName>
<Type>String</Type>
<Desc>The identifier of the benchmark security, e.g. Treasury against Corporate bond.See SecurityID (tag 48) for description and valid values.</Desc>
<AbbrName>SecID</AbbrName>
<OverrideXMLName>SecID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>700</Tag>
<FieldName>ReversalIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates a trade that reverses a previous trade.</Desc>
<AbbrName>ReversalInd</AbbrName>
<OverrideXMLName>ReversalInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>701</Tag>
<FieldName>YieldCalcDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day.</Desc>
<AbbrName>CalcDt</AbbrName>
<OverrideXMLName>CalcDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>702</Tag>
<FieldName>NoPositions</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of position entries.</Desc>
<AbbrName>NoPoss</AbbrName>
<OverrideXMLName>NoPoss</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>703</Tag>
<FieldName>PosType</FieldName>
<Type>String</Type>
<Desc>Used to identify the type of quantity that is being returned.Valid values:TQ = Transaction QuantityIAS = Intra-Spread QtyIES = Inter-Spread QtyFIN = End-of-Day QtySOD = Start-of-Day QtyEX = Option Exercise QtyAS = Option Assignment TX = Transaction from ExerciseTA = Transaction from AssignmentPIT = Pit Trade QtyTRF = Transfer Trade QtyETR = Electronic Trade QtyALC = Allocation Trade QtyPA = Adjustment QtyASF = As-of Trade QtyDLV = Delivery QtyTOT = Total Transaction QtyXM = Cross Margin QtySPL = Integral Split</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>704</Tag>
<FieldName>LongQty</FieldName>
<Type>Qty</Type>
<Desc>Long Quantity</Desc>
<AbbrName>Long</AbbrName>
<OverrideXMLName>Long</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>705</Tag>
<FieldName>ShortQty</FieldName>
<Type>Qty</Type>
<Desc>Short Quantity</Desc>
<AbbrName>Short</AbbrName>
<OverrideXMLName>Short</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>706</Tag>
<FieldName>PosQtyStatus</FieldName>
<Type>int</Type>
<Desc>Status of this position.Valid values:0 = Submitted = Accepted2 = Rejected</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>707</Tag>
<FieldName>PosAmtType</FieldName>
<Type>String</Type>
<Desc>Type of Position amountValid values:FMTM = Final Mark-to-Market AmountIMTM = Incremental Mark-to-Market AmountTVAR = Trade Variation AmountSMTM = Start-of-Day Mark-to-Market AmountPREM = Premium AmountCRES = Cash Residual AmountCASH = Cash Amount (Corporate Event)VADJ = Value Adjusted Amount</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>708</Tag>
<FieldName>PosAmt</FieldName>
<Type>Amt</Type>
<Desc>Position amount</Desc>
<AbbrName>Amt</AbbrName>
<OverrideXMLName>Amt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>709</Tag>
<FieldName>PosTransType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of position transactionValid values: = Exercise2 = Do Not Exercise3 = Position Adjustment4 = Position Change Submission/Margin Disposition5 = Pledge</Desc>
<AbbrName>TxnTyp</AbbrName>
<OverrideXMLName>TxnTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>710</Tag>
<FieldName>PosReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for the position maintenance request as assigned by the submitter</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>711</Tag>
<FieldName>NoUnderlyings</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of underlying legs that make up the security.</Desc>
<AbbrName>NoUnds</AbbrName>
<OverrideXMLName>NoUnds</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>712</Tag>
<FieldName>PosMaintAction</FieldName>
<Type>int</Type>
<Desc>Maintenance Action to be performed.Valid values: = New:  used to increment the overall transaction quantity2 = Replace:  used to override the overall transaction quantity or specific add messages based on the reference id3 = Cancel:  used to remove the overall transaction or specific add messages based on reference id</Desc>
<AbbrName>Actn</AbbrName>
<OverrideXMLName>Actn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>713</Tag>
<FieldName>OrigPosReqRefID</FieldName>
<Type>String</Type>
<Desc>Reference to the PosReqID (70) of a previous maintenance request that is being replaced or canceled.</Desc>
<AbbrName>OrigPosReqRefID</AbbrName>
<OverrideXMLName>OrigPosReqRefID</OverrideXMLName>
<BaseCatagory>PositionMaintenance</BaseCatagory>
<BaseCatagoryXMLName>OrigReqRefID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>714</Tag>
<FieldName>PosMaintRptRefID</FieldName>
<Type>String</Type>
<Desc>Reference to a PosMaintRptID (72) from a previous Position Maintenance Report that is being replaced or canceled.</Desc>
<AbbrName>RptRefID</AbbrName>
<OverrideXMLName>RptRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>715</Tag>
<FieldName>ClearingBusinessDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The &quot;Clearing Business Date&quot; referred to by this maintenance request.</Desc>
<AbbrName>BizDt</AbbrName>
<OverrideXMLName>BizDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>716</Tag>
<FieldName>SettlSessID</FieldName>
<Type>String</Type>
<Desc>Identifies a specific settlement sessionExamples:ITD = IntradayRTH = Regular Trading HoursETH = Electronic Trading Hours</Desc>
<AbbrName>SetSesID</AbbrName>
<OverrideXMLName>SetSesID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>717</Tag>
<FieldName>SettlSessSubID</FieldName>
<Type>String</Type>
<Desc>SubID value associated with SettlSessID (76)</Desc>
<AbbrName>SetSubID</AbbrName>
<OverrideXMLName>SetSubID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>718</Tag>
<FieldName>AdjustmentType</FieldName>
<Type>int</Type>
<Desc>Type of adjustment to be applied, used for PCS &amp; PAJValid values:0  = Process request as Margin Disposition = Delta_plus2 = Delta_minus3 = Final</Desc>
<AbbrName>AdjTyp</AbbrName>
<OverrideXMLName>AdjTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>719</Tag>
<FieldName>ContraryInstructionIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Required to be set to true (Y) when a position maintenance request is being performed contrary to current money position.Required when an exercise of an out of the money position is requested or an abandonement (do not exercise ) for an in the money position.</Desc>
<AbbrName>CntraryInstrctnInd</AbbrName>
<OverrideXMLName>CntraryInstrctnInd</OverrideXMLName>
<BaseCatagory>SingleGeneralOrderHandling</BaseCatagory>
<BaseCatagoryXMLName>InstrctnInd</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>720</Tag>
<FieldName>PriorSpreadIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates if requesting a rollover of prior day’s spread submissions.</Desc>
<AbbrName>PriorSpreadInd</AbbrName>
<OverrideXMLName>PriorSpreadInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>721</Tag>
<FieldName>PosMaintRptID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for this position report</Desc>
<AbbrName>RptID</AbbrName>
<OverrideXMLName>RptID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>722</Tag>
<FieldName>PosMaintStatus</FieldName>
<Type>int</Type>
<Desc>Status of Position Maintenance RequestValid values:0 = Accepted = Accepted with Warnings2 = Rejected3 = Completed4 = Completed with Warnings</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>723</Tag>
<FieldName>PosMaintResult</FieldName>
<Type>int</Type>
<Desc>Result of Position Maintenance Request.Valid values:0 = Successful completion - no warnings or errors = Rejected99 = Other4000+ Reserved and available for bi-laterally agreed upon user-defined values</Desc>
<AbbrName>Rslt</AbbrName>
<OverrideXMLName>Rslt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>724</Tag>
<FieldName>PosReqType</FieldName>
<Type>int</Type>
<Desc>Unique identifier for the position maintenance request as assigned by the submitterValid values:0 = Positions = Trades2 = Exercises3 = Assignments</Desc>
<AbbrName>ReqTyp</AbbrName>
<OverrideXMLName>ReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>725</Tag>
<FieldName>ResponseTransportType</FieldName>
<Type>int</Type>
<Desc>Identifies how the response to the request should be transmitted.Valid values:0 = Inband:  transport the request was sent over (Default) = Out-of-Band:  pre-arranged out of band delivery mechanism (i.e. FTP, HTTP, NDM, etc) between counterparties.  Details specified via ResponseDestination (726).</Desc>
<AbbrName>RspTransportTyp</AbbrName>
<OverrideXMLName>RspTransportTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>726</Tag>
<FieldName>ResponseDestination</FieldName>
<Type>String</Type>
<Desc>URI (Uniform Resource Identifier) for details) or other pre-arranged value.  Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination.See &quot;Appendix 6-B FIX Fields Based Upon Other Standards&quot;</Desc>
<AbbrName>RspDest</AbbrName>
<OverrideXMLName>RspDest</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>727</Tag>
<FieldName>TotalNumPosReports</FieldName>
<Type>int</Type>
<Desc>Total number of Position Reports being returned.</Desc>
<AbbrName>TotRpts</AbbrName>
<OverrideXMLName>TotRpts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>728</Tag>
<FieldName>PosReqResult</FieldName>
<Type>int</Type>
<Desc>Result of Request for PositionValid values:0 = Valid Request = Invalid or unsupported Request2 = No positions found that match criteria3 = Not authorized to request positions4 = Request for Position not supported99=Other (use Text(58) in conjunction with this code for an explanation)4000+ Reserved and available for bi-laterally agreed upon user-defined values</Desc>
<AbbrName>Rslt</AbbrName>
<OverrideXMLName>Rslt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>729</Tag>
<FieldName>PosReqStatus</FieldName>
<Type>int</Type>
<Desc>Status of Request for PositionsValid values:0 = Completed = Completed with Warnings2 = Rejected</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>730</Tag>
<FieldName>SettlPrice</FieldName>
<Type>Price</Type>
<Desc>Settlement price</Desc>
<AbbrName>SetPx</AbbrName>
<OverrideXMLName>SetPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>731</Tag>
<FieldName>SettlPriceType</FieldName>
<Type>int</Type>
<Desc>Type of settlement priceValid values: = Final2 = Theoretical</Desc>
<AbbrName>SetPxTyp</AbbrName>
<OverrideXMLName>SetPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>732</Tag>
<FieldName>UnderlyingSettlPrice</FieldName>
<Type>Price</Type>
<Desc>Underlying security’s SettlPrice.See SettlPrice (730) field for description</Desc>
<AbbrName>UndSetPx</AbbrName>
<OverrideXMLName>UndSetPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>733</Tag>
<FieldName>UnderlyingSettlPriceType</FieldName>
<Type>int</Type>
<Desc>Underlying security’s SettlPriceType.See SettlPriceType (73) field for description</Desc>
<AbbrName>UndSetPxTyp</AbbrName>
<OverrideXMLName>UndSetPxTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>734</Tag>
<FieldName>PriorSettlPrice</FieldName>
<Type>Price</Type>
<Desc>Previous settlement price</Desc>
<AbbrName>PriSetPx</AbbrName>
<OverrideXMLName>PriSetPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>735</Tag>
<FieldName>NoQuoteQualifiers</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating groups of QuoteQualifiers (695).</Desc>
<AbbrName>NoQuotQuals</AbbrName>
<OverrideXMLName>NoQuotQuals</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>736</Tag>
<FieldName>AllocSettlCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency code of settlement denomination for a specific AllocAccount (79).</Desc>
<AbbrName>AllocSettlCcy</AbbrName>
<OverrideXMLName>AllocSettlCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>737</Tag>
<FieldName>AllocSettlCurrAmt</FieldName>
<Type>Amt</Type>
<Desc>Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79).</Desc>
<AbbrName>AllocSettlCurrAmt</AbbrName>
<OverrideXMLName>AllocSettlCurrAmt</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>SettlCcyAmt</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>738</Tag>
<FieldName>InterestAtMaturity</FieldName>
<Type>Amt</Type>
<Desc>Amount of interest (i.e. lump-sum) at maturity.</Desc>
<AbbrName>IntAtMat</AbbrName>
<OverrideXMLName>IntAtMat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>739</Tag>
<FieldName>LegDatedDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date</Desc>
<AbbrName>Dated</AbbrName>
<OverrideXMLName>Dated</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>740</Tag>
<FieldName>LegPool</FieldName>
<Type>String</Type>
<Desc>For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument.See Pool (69) for description and valid values.</Desc>
<AbbrName>Pool</AbbrName>
<OverrideXMLName>Pool</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>741</Tag>
<FieldName>AllocInterestAtMaturity</FieldName>
<Type>Amt</Type>
<Desc>Amount of interest (i.e. lump-sum) at maturity at the account-level.</Desc>
<AbbrName>IntAtMat</AbbrName>
<OverrideXMLName>IntAtMat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>742</Tag>
<FieldName>AllocAccruedInterestAmt</FieldName>
<Type>Amt</Type>
<Desc>Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level.</Desc>
<AbbrName>AcrdIntAmt</AbbrName>
<OverrideXMLName>AcrdIntAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>743</Tag>
<FieldName>DeliveryDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date of delivery.</Desc>
<AbbrName>DlvDt</AbbrName>
<OverrideXMLName>DlvDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>744</Tag>
<FieldName>AssignmentMethod</FieldName>
<Type>char</Type>
<Desc>Method under which assignment was conductedValid values:R = RandomP = ProRata</Desc>
<AbbrName>AsgnMethod</AbbrName>
<OverrideXMLName>AsgnMeth</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>745</Tag>
<FieldName>AssignmentUnit</FieldName>
<Type>Qty</Type>
<Desc>Quantity Increment used in performing assignment.</Desc>
<AbbrName>Unit</AbbrName>
<OverrideXMLName>Unit</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>746</Tag>
<FieldName>OpenInterest</FieldName>
<Type>Amt</Type>
<Desc>Open interest that was eligible for assignment.</Desc>
<AbbrName>OpenInt</AbbrName>
<OverrideXMLName>OpenInt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>747</Tag>
<FieldName>ExerciseMethod</FieldName>
<Type>char</Type>
<Desc>Exercise Method used to in performing assignment.Valid values:A = AutomaticM = Manual</Desc>
<AbbrName>ExrMethod</AbbrName>
<OverrideXMLName>ExrMethod</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>748</Tag>
<FieldName>TotNumTradeReports</FieldName>
<Type>int</Type>
<Desc>Total number of trade reports returned.</Desc>
<AbbrName>TotNumTrdRpts</AbbrName>
<OverrideXMLName>TotNumTrdRpts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>749</Tag>
<FieldName>TradeRequestResult</FieldName>
<Type>int</Type>
<Desc>Result of Trade RequestValid values:0 = Successful (Default) = Invalid or unknown instrument2 = Invalid type of trade requested3 = Invalid parties4 = Invalid Transport Type requested5 = Invalid Destination requested8 = TradeRequestType  not supported9 = Unauthorized for Trade Capture Report Request99 = Other4000+ Reserved and available for bi-laterally agreed upon user-defined values</Desc>
<AbbrName>ReqRslt</AbbrName>
<OverrideXMLName>ReqRslt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>750</Tag>
<FieldName>TradeRequestStatus</FieldName>
<Type>int</Type>
<Desc>Status of Trade Request.Valid values:0 = Accepted = Completed2 = Rejected</Desc>
<AbbrName>ReqStat</AbbrName>
<OverrideXMLName>ReqStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>751</Tag>
<FieldName>TradeReportRejectReason</FieldName>
<Type>int</Type>
<Desc>Reason Trade Capture Request was rejected.Valid values:0 = Successful (Default) = Invalid party information2 = Unknown instrument3 = Unauthorized to report trades4 = Invalid trade type99 = Other4000+ Reserved and available for bi-laterally agreed upon user-defined values</Desc>
<AbbrName>RptRejRsn</AbbrName>
<OverrideXMLName>RptRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>752</Tag>
<FieldName>SideMultiLegReportingType</FieldName>
<Type>int</Type>
<Desc>Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security.Valid Values: = Single Security (default if not specified)2 = Individual leg of a multi-leg security3 = Multi-leg security</Desc>
<AbbrName>MLegRptTyp</AbbrName>
<OverrideXMLName>MLegRptTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>753</Tag>
<FieldName>NoPosAmt</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of position amount entries.</Desc>
<AbbrName>NoPosAmt</AbbrName>
<OverrideXMLName>NoPosAmt</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>754</Tag>
<FieldName>AutoAcceptIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House.</Desc>
<AbbrName>AutoAcceptInd</AbbrName>
<OverrideXMLName>AutoAcceptInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>755</Tag>
<FieldName>AllocReportID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Allocation Report message.</Desc>
<AbbrName>RptID</AbbrName>
<OverrideXMLName>RptID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>756</Tag>
<FieldName>NoNested2PartyIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries</Desc>
<AbbrName>NoNst2PtyIDs</AbbrName>
<OverrideXMLName>NoNst2PtyIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>757</Tag>
<FieldName>Nested2PartyID</FieldName>
<Type>String</Type>
<Desc>PartyID value within a &quot;second instance&quot; Nested repeating group.   Same values as  PartyID (448)</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>758</Tag>
<FieldName>Nested2PartyIDSource</FieldName>
<Type>char</Type>
<Desc>PartyIDSource value within a &quot;second instance&quot; Nested repeating group.   Same values as  PartyIDSource (447)</Desc>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>759</Tag>
<FieldName>Nested2PartyRole</FieldName>
<Type>int</Type>
<Desc>PartyRole value within a &quot;second instance&quot; Nested repeating group.   Same values as  PartyRole (452)</Desc>
<AbbrName>Role</AbbrName>
<OverrideXMLName>R</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>760</Tag>
<FieldName>Nested2PartySubID</FieldName>
<Type>String</Type>
<Desc>PartySubID value within a &quot;second instance&quot; Nested repeating group.   Same values as  PartySubID (523)</Desc>
<AbbrName>SubID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>761</Tag>
<FieldName>BenchmarkSecurityIDSource</FieldName>
<Type>String</Type>
<Desc>Identifies class or source of the BenchmarkSecurityID (699) value.  Required if BenchmarkSecurityID is specified.   Same values as the SecurityIDSource (22) field</Desc>
<AbbrName>SecIDSrc</AbbrName>
<OverrideXMLName>SecIDSrc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>762</Tag>
<FieldName>SecuritySubType</FieldName>
<Type>String</Type>
<Desc>Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=&quot;REPO&quot;).Example Values:General = General Collateral (for SecurityType=REPO)For SecurityType=&quot;MLEG&quot; markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.NOTE: Additional values may be used by mutual agreement of the counterparties</Desc>
<AbbrName>SubTyp</AbbrName>
<OverrideXMLName>SubTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>763</Tag>
<FieldName>UnderlyingSecuritySubType</FieldName>
<Type>String</Type>
<Desc>Underlying security’s SecuritySubType.  See SecuritySubType (762) field for description</Desc>
<AbbrName>SubTyp</AbbrName>
<OverrideXMLName>SubTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>764</Tag>
<FieldName>LegSecuritySubType</FieldName>
<Type>String</Type>
<Desc>SecuritySubType of the leg instrument.  See SecuritySubType (762) field for description</Desc>
<AbbrName>SecSubTyp</AbbrName>
<OverrideXMLName>SecSubTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>765</Tag>
<FieldName>AllowableOneSidednessPct</FieldName>
<Type>Percentage</Type>
<Desc>The maximum percentage that execution of one side of a program trade can exceed execution of the other.</Desc>
<AbbrName>AOSPct</AbbrName>
<OverrideXMLName>AOSPct</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>766</Tag>
<FieldName>AllowableOneSidednessValue</FieldName>
<Type>Amt</Type>
<Desc>The maximum amount that execution of one side of a program trade can exceed execution of the other.</Desc>
<AbbrName>AOSValu</AbbrName>
<OverrideXMLName>AOSValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>767</Tag>
<FieldName>AllowableOneSidednessCurr</FieldName>
<Type>Currency</Type>
<Desc>The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used.</Desc>
<AbbrName>AOSCurr</AbbrName>
<OverrideXMLName>AOSCurr</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>768</Tag>
<FieldName>NoTrdRegTimestamps</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of TrdRegTimestamp (769) entries</Desc>
<AbbrName>NoTrdRegTmstamps</AbbrName>
<OverrideXMLName>NoTrdRegTmstamps</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>769</Tag>
<FieldName>TrdRegTimestamp</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house).</Desc>
<AbbrName>TS</AbbrName>
<OverrideXMLName>TS</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>770</Tag>
<FieldName>TrdRegTimestampType</FieldName>
<Type>int</Type>
<Desc>Traded / Regulatory timestamp type.Valid values: = Execution Time2 = Time In3 = Time Out4 = Broker Receipt5 = Broker ExecutionNote of Applicability:  values are required in US futures markets by the CFTC to support computerized trade reconstruction.(see Volume : &quot;Glossary&quot; for value definitions)</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>771</Tag>
<FieldName>TrdRegTimestampOrigin</FieldName>
<Type>String</Type>
<Desc>Text which identifies the &quot;origin&quot; (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value.</Desc>
<AbbrName>Orig</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>772</Tag>
<FieldName>ConfirmRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel</Desc>
<AbbrName>CnfmRefID</AbbrName>
<OverrideXMLName>CnfmRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>773</Tag>
<FieldName>ConfirmType</FieldName>
<Type>int</Type>
<Desc>Identifies the type of Confirmation message being sent.Valid values: = Status2 = Confirmation3 = Confirmation Request Rejected (reason can be stated in Text field)</Desc>
<AbbrName>CnfmTyp</AbbrName>
<OverrideXMLName>CnfmTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>774</Tag>
<FieldName>ConfirmRejReason</FieldName>
<Type>int</Type>
<Desc>Identifies the reason for rejecting a Confirmation.Valid values: = Mismatched account2 = Missing settlement instructions99 = Other</Desc>
<AbbrName>CnfmRejRsn</AbbrName>
<OverrideXMLName>CnfmRejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>775</Tag>
<FieldName>BookingType</FieldName>
<Type>int</Type>
<Desc>Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar).Valid values:0 = Regular booking = CFD (Contract For Difference)2 = Total return swap</Desc>
<AbbrName>BkngTyp</AbbrName>
<OverrideXMLName>BkngTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>776</Tag>
<FieldName>IndividualAllocRejCode</FieldName>
<Type>int</Type>
<Desc>Identified reason for rejecting an individual AllocAccount (79) detail.   Same values as  AllocRejCode (88)</Desc>
<AbbrName>IndAllocRejCode</AbbrName>
<OverrideXMLName>IndAllocRejCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>777</Tag>
<FieldName>SettlInstMsgID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for Settlement Instruction message.</Desc>
<AbbrName>SettlInstMsgID</AbbrName>
<OverrideXMLName>SettlInstMsgID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>778</Tag>
<FieldName>NoSettlInst</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of settlement instructions within repeating group. </Desc>
<AbbrName>NoSettlInst</AbbrName>
<OverrideXMLName>NoSettlInst</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>779</Tag>
<FieldName>LastUpdateTime</FieldName>
<Type>UTCTimestamp</Type>
<Desc>Timestamp of last update to data item (or creation if no updates made since creation).</Desc>
<AbbrName>LastUpdateTm</AbbrName>
<OverrideXMLName>LastUpdateTm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>780</Tag>
<FieldName>AllocSettlInstType</FieldName>
<Type>int</Type>
<Desc>Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived.Valid values:0 = use default instructions = derive from parameters provided2 = full details provided3 = SSI db ids provided4 = phone for instructions</Desc>
<AbbrName>SettlInstTyp</AbbrName>
<OverrideXMLName>SettlInstTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>781</Tag>
<FieldName>NoSettlPartyIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries</Desc>
<AbbrName>NoSettlPtyIDs</AbbrName>
<OverrideXMLName>NoSettlPtyIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>782</Tag>
<FieldName>SettlPartyID</FieldName>
<Type>String</Type>
<Desc>PartyID value within a settlement parties component. Nested repeating group.   Same values as  PartyID (448)</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>783</Tag>
<FieldName>SettlPartyIDSource</FieldName>
<Type>char</Type>
<Desc>PartyIDSource value within a settlement parties component.   Same values as  PartyIDSource (447)</Desc>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>784</Tag>
<FieldName>SettlPartyRole</FieldName>
<Type>int</Type>
<Desc>PartyRole value within a settlement parties component.   Same values as  PartyRole (452)</Desc>
<AbbrName>Role</AbbrName>
<OverrideXMLName>R</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>785</Tag>
<FieldName>SettlPartySubID</FieldName>
<Type>String</Type>
<Desc>PartySubID value within a settlement parties component.   Same values as  PartySubID (523)</Desc>
<AbbrName>SubID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>786</Tag>
<FieldName>SettlPartySubIDType</FieldName>
<Type>int</Type>
<Desc>Type of SettlPartySubID (785) value.   Same values as  PartySubIDType (803)</Desc>
<AbbrName>SubIDTyp</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>787</Tag>
<FieldName>DlvyInstType</FieldName>
<Type>char</Type>
<Desc>Used to indicate whether a delivery instruction is used for securities or cash settlement.Valid values:S = securitiesC = cash</Desc>
<AbbrName>InstTyp</AbbrName>
<OverrideXMLName>InstTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>788</Tag>
<FieldName>TerminationType</FieldName>
<Type>int</Type>
<Desc>Type of financing termination.Valid values: = Overnight2 = Term3 = Flexible4 = Open</Desc>
<AbbrName>TrmTyp</AbbrName>
<OverrideXMLName>TrmTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>789</Tag>
<FieldName>NextExpectedMsgSeqNum</FieldName>
<Type>SeqNum</Type>
<Desc>Next expected MsgSeqNum value to be received.</Desc>
<AbbrName>NextExpectedMsgSeqNum</AbbrName>
<OverrideXMLName>NextExpectedMsgSeqNum</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>790</Tag>
<FieldName>OrdStatusReqID</FieldName>
<Type>String</Type>
<Desc>Can be used to uniquely identify a specific Order Status Request message.</Desc>
<AbbrName>StatReqID</AbbrName>
<OverrideXMLName>StatReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>791</Tag>
<FieldName>SettlInstReqID</FieldName>
<Type>String</Type>
<Desc>Unique ID of settlement instruction request message</Desc>
<AbbrName>SettlInstReqID</AbbrName>
<OverrideXMLName>SettlInstReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>792</Tag>
<FieldName>SettlInstReqRejCode</FieldName>
<Type>int</Type>
<Desc>Identifies reason for rejection (of a settlement instruction request message).Valid values:0 = unable to process request (e.g. database unavailable) = unknown account2 = no matching settlement instructions found99 = other</Desc>
<AbbrName>SettlInstReqRejCode</AbbrName>
<OverrideXMLName>SettlInstReqRejCode</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>793</Tag>
<FieldName>SecondaryAllocID</FieldName>
<Type>String</Type>
<Desc>Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.).</Desc>
<AbbrName>ScndAllocID</AbbrName>
<OverrideXMLName>AllocID2</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>ID2</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>794</Tag>
<FieldName>AllocReportType</FieldName>
<Type>int</Type>
<Desc>Describes the specific type or purpose of an Allocation Report messageValid values:3 = Sellside Calculated Using Preliminary (includes MiscFees and NetMoney) 4 = Sellside Calculated Without Preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney)5 = Warehouse recap\8 = Request to Intermediary</Desc>
<AbbrName>RptTyp</AbbrName>
<OverrideXMLName>RptTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>795</Tag>
<FieldName>AllocReportRefID</FieldName>
<Type>String</Type>
<Desc>Reference identifier to be used with AllocTransType (7) = Replace or Cancel </Desc>
<AbbrName>RptRefID</AbbrName>
<OverrideXMLName>RptRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>796</Tag>
<FieldName>AllocCancReplaceReason</FieldName>
<Type>int</Type>
<Desc>Reason for cancelling or replacing an Allocation Instruction or Allocation Report messageValid values: = Original details incomplete/incorrect
2 = Change in underlying order details
99 = Other</Desc>
<AbbrName>CancRplcRsn</AbbrName>
<OverrideXMLName>CxlRplcRsn</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>CxlRplcRsn</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>797</Tag>
<FieldName>CopyMsgIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether or not this message is a drop copy of another message.</Desc>
<AbbrName>CopyMsgInd</AbbrName>
<OverrideXMLName>CopyMsgInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>798</Tag>
<FieldName>AllocAccountType</FieldName>
<Type>int</Type>
<Desc>Type of account associated with a confirmation or other trade-level messageValid values: = Account is carried on customer Side of Books2 = Account is carried on non-Customer Side of books3 = House Trader4 = Floor Trader6 = Account is carried on non-customer side of books and is cross margined7 = Account is house trader and is cross margined8 = Joint Backoffice Account (JBO)</Desc>
<AbbrName>AcctTyp</AbbrName>
<OverrideXMLName>AcctTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>799</Tag>
<FieldName>OrderAvgPx</FieldName>
<Type>Price</Type>
<Desc>Average price for a specific order</Desc>
<AbbrName>AvgPx</AbbrName>
<OverrideXMLName>AvgPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>800</Tag>
<FieldName>OrderBookingQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message</Desc>
<AbbrName>BkngQty</AbbrName>
<OverrideXMLName>BkngQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>801</Tag>
<FieldName>NoSettlPartySubIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries</Desc>
<AbbrName>NoSettlPtySubIDs</AbbrName>
<OverrideXMLName>NoSettlPtySubIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>802</Tag>
<FieldName>NoPartySubIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of PartySubID (523)and PartySubIDType (803) entries</Desc>
<AbbrName>NoPtySubIDs</AbbrName>
<OverrideXMLName>NoPtySubIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>803</Tag>
<FieldName>PartySubIDType</FieldName>
<Type>int</Type>
<Desc>Type of PartySubID (523) valueExample values: = Firm2 = Person3 = System4 = Application5 = Full legal name of firm6 = Postal address (inclusive of street address, location, and postal code)7 = Phone number8 = Email address9 = Contact name0 = Securities account number (for settlement instructions) = Registration number (for settlement instructions and confirmations)2 = Registered address (for confirmation purposes)3 = Regulatory status (for confirmation purposes)4 = Registration name (for settlement instructions)5 = Cash account number (for settlement instructions)6 = BIC7 = CSD participant/member code (e.g. Euroclear, DTC, CREST or Kassenverein number)8 = Registered address9 = Fund/account name20 = Telex number2 = Fax number22 = Securities account name23 = Cash account name24 = Department25 = Location / Desk26 = Position Account Type4000+  = Reserved and available for bi-laterally agreed upon user defined values</Desc>
<AbbrName>SubIDTyp</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>804</Tag>
<FieldName>NoNestedPartySubIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries</Desc>
<AbbrName>NoNstPtySubIDs</AbbrName>
<OverrideXMLName>NoNstPtySubIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>805</Tag>
<FieldName>NestedPartySubIDType</FieldName>
<Type>int</Type>
<Desc>Type of NestedPartySubID (545) value.   Same values as  PartySubIDType (803)</Desc>
<AbbrName>SubIDTyp</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>806</Tag>
<FieldName>NoNested2PartySubIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries.  Second instance of &lt;NestedParties&gt;.</Desc>
<AbbrName>NoNst2PtySubIDs</AbbrName>
<OverrideXMLName>NoNst2PtySubIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>807</Tag>
<FieldName>Nested2PartySubIDType</FieldName>
<Type>int</Type>
<Desc>Type of Nested2PartySubID (760) value. Second instance of &lt;NestedParties&gt;.   Same values as  PartySubIDType (803)</Desc>
<AbbrName>SubIDTyp</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>808</Tag>
<FieldName>AllocIntermedReqType</FieldName>
<Type>int</Type>
<Desc>Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house.  Used in conjunction with AllocType = &quot;Request to Intermediary&quot; and AllocReportType = &quot;Request to Intermediary&quot;Valid values: = Pending Accept2 = Pending Release3 = Pending Reversal4 = Accept5 = Block Level Reject6 = Account Level Reject</Desc>
<AbbrName>IntermedReqTyp</AbbrName>
<OverrideXMLName>IntermedReqTyp</OverrideXMLName>
<BaseCatagory>Allocation</BaseCatagory>
<BaseCatagoryXMLName>ImReqTyp</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>809</Tag>
<FieldName>Not Defined 809</FieldName>
<Type></Type>
<Desc>This field has not been defined.</Desc>
<AbbrName>Not Defined 809</AbbrName>
<OverrideXMLName>Not Defined 809</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>810</Tag>
<FieldName>UnderlyingPx</FieldName>
<Type>Price</Type>
<Desc>Underlying price associate with a derivative instrument.</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>811</Tag>
<FieldName>PriceDelta</FieldName>
<Type>float</Type>
<Desc>Delta calculated from theoretical price</Desc>
<AbbrName>PxDelta</AbbrName>
<OverrideXMLName>PxDelta</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>812</Tag>
<FieldName>ApplQueueMax</FieldName>
<Type>int</Type>
<Desc>Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue.</Desc>
<AbbrName>ApplQuMax</AbbrName>
<OverrideXMLName>ApplQuMax</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>813</Tag>
<FieldName>ApplQueueDepth</FieldName>
<Type>int</Type>
<Desc>Current number of application messages that were queued at the time that the message was created by the counterparty.</Desc>
<AbbrName>ApplQuDepth</AbbrName>
<OverrideXMLName>ApplQuDepth</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>814</Tag>
<FieldName>ApplQueueResolution</FieldName>
<Type>int</Type>
<Desc>Resolution taken when ApplQueueDepth (83) exceeds ApplQueueMax (82) or system specified maximum queue size.Valid values:0 = No action taken = Queue flushed2 = Overlay last3 = End session</Desc>
<AbbrName>ApplQuResolution</AbbrName>
<OverrideXMLName>ApplQuResolution</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>815</Tag>
<FieldName>ApplQueueAction</FieldName>
<Type>int</Type>
<Desc>Action to take to resolve an application message queue (backlog).Valid values:0 = No action taken = Queue flushed2 = Overlay last3 = End session</Desc>
<AbbrName>ApplQuActn</AbbrName>
<OverrideXMLName>ApplQuActn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>816</Tag>
<FieldName>NoAltMDSource</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of alternative market data sources</Desc>
<AbbrName>NoAltMDSrc</AbbrName>
<OverrideXMLName>NoAltMDSrc</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>817</Tag>
<FieldName>AltMDSourceID</FieldName>
<Type>String</Type>
<Desc>Session layer source for market data(For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained).</Desc>
<AbbrName>AltMDSrcID</AbbrName>
<OverrideXMLName>AltMDSrcID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>818</Tag>
<FieldName>SecondaryTradeReportID</FieldName>
<Type>String</Type>
<Desc>Secondary trade report identifier - can be used to associate an additional identifier with a trade.</Desc>
<AbbrName>ScndTrdRptID</AbbrName>
<OverrideXMLName>TrdRptID2</OverrideXMLName>
<BaseCatagory>TradeCapture</BaseCatagory>
<BaseCatagoryXMLName>RptID2</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>819</Tag>
<FieldName>AvgPxIndicator</FieldName>
<Type>int</Type>
<Desc>Average Pricing IndicatorValid values:0 = No Average Pricing = Trade is part of an average price group identified by the TradeLinkID2 = Last Trade in the average price group identified by the TradeLinkID</Desc>
<AbbrName>AvgPxInd</AbbrName>
<OverrideXMLName>AvgPxInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>820</Tag>
<FieldName>TradeLinkID</FieldName>
<Type>String</Type>
<Desc>Used to link a group of trades together. Useful for linking a group of trades together for average price calculations.</Desc>
<AbbrName>LinkID</AbbrName>
<OverrideXMLName>LinkID</OverrideXMLName>
<BaseCatagory>TradeCapture</BaseCatagory>
<BaseCatagoryXMLName>LinkID</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>821</Tag>
<FieldName>OrderInputDevice</FieldName>
<Type>String</Type>
<Desc>Specific device number, terminal number or station where order was entered</Desc>
<AbbrName>OrdInptDev</AbbrName>
<OverrideXMLName>OrdInptDev</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>822</Tag>
<FieldName>UnderlyingTradingSessionID</FieldName>
<Type>String</Type>
<Desc>Trading Session in which the underlying instrument trades</Desc>
<AbbrName>UndTrdgSessID</AbbrName>
<OverrideXMLName>UndSesID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>823</Tag>
<FieldName>UnderlyingTradingSessionSubID</FieldName>
<Type>String</Type>
<Desc>Trading Session sub identifier in which the underlying instrument trades</Desc>
<AbbrName>UndTrdgSessSubID</AbbrName>
<OverrideXMLName>UndSesSub</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>824</Tag>
<FieldName>TradeLegRefID</FieldName>
<Type>String</Type>
<Desc>Reference to the leg of a multileg instrument to which this trade refers</Desc>
<AbbrName>TrdLegRefID</AbbrName>
<OverrideXMLName>TrdLegRefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>825</Tag>
<FieldName>ExchangeRule</FieldName>
<Type>String</Type>
<Desc>Used to report any exchange rules that apply to this trade.Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade.</Desc>
<AbbrName>ExchRule</AbbrName>
<OverrideXMLName>ExchRule</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>826</Tag>
<FieldName>TradeAllocIndicator</FieldName>
<Type>int</Type>
<Desc>Identifies how the trade is to be allocatedValid values:0 = Allocation not required = Allocation required (give up trade) allocation information not provided (incomplete)2 = Use allocation provided with the trade</Desc>
<AbbrName>AllocInd</AbbrName>
<OverrideXMLName>AllocInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>827</Tag>
<FieldName>ExpirationCycle</FieldName>
<Type>int</Type>
<Desc>Part of trading cycle when an instrument expires. Field is applicable for derivatives.Valid values:0 = Expire on trading session close (default) = Expire on trading session open</Desc>
<AbbrName>ExpirationCycle</AbbrName>
<OverrideXMLName>ExpirationCycle</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>828</Tag>
<FieldName>TrdType</FieldName>
<Type>int</Type>
<Desc>Type of Trade:Valid values:0 = Regular Trade = Block Trade2 = EFP (Exchange for Physical)3 = Transfer4 = Late Trade5 = T Trade6 = Weighted Average Price Trade7 = Bunched Trade8 = Late Bunched Trade9 =Prior Reference Price Trade0 = After Hours Trade</Desc>
<AbbrName>TrdTyp</AbbrName>
<OverrideXMLName>TrdTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>829</Tag>
<FieldName>TrdSubType</FieldName>
<Type>int</Type>
<Desc>Further qualification to the trade type</Desc>
<AbbrName>TrdSubTyp</AbbrName>
<OverrideXMLName>TrdSubTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>830</Tag>
<FieldName>TransferReason</FieldName>
<Type>String</Type>
<Desc>Reason trade is being transferred</Desc>
<AbbrName>TrnsfrRsn</AbbrName>
<OverrideXMLName>TrnsfrRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>831</Tag>
<FieldName>AsgnReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for the Assignment Report Request</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>832</Tag>
<FieldName>TotNumAssignmentReports</FieldName>
<Type>int</Type>
<Desc>Total Number of Assignment Reports being returned to a firm</Desc>
<AbbrName>TotNumAsgnRpts</AbbrName>
<OverrideXMLName>TotNumAsgnRpts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>833</Tag>
<FieldName>AsgnRptID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for the Assignment Report</Desc>
<AbbrName>RptID</AbbrName>
<OverrideXMLName>RptID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>834</Tag>
<FieldName>ThresholdAmount</FieldName>
<Type>PriceOffset</Type>
<Desc>Amount that a position has to be in the money before it is exercised.</Desc>
<AbbrName>ThresholdAmt</AbbrName>
<OverrideXMLName>ThresholdAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>835</Tag>
<FieldName>PegMoveType</FieldName>
<Type>int</Type>
<Desc>Describes whether peg is static or floatsValid Values0 = Floating (default) = Fixed</Desc>
<AbbrName>MoveTyp</AbbrName>
<OverrideXMLName>MoveTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>836</Tag>
<FieldName>PegOffsetType</FieldName>
<Type>int</Type>
<Desc>Type of Peg Offset valueValid Values0 = Price (default) = Basis Points2 = Ticks3 = Price Tier / Level</Desc>
<AbbrName>OfstTyp</AbbrName>
<OverrideXMLName>OfstTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>837</Tag>
<FieldName>PegLimitType</FieldName>
<Type>int</Type>
<Desc>Type of Peg LimitValid Values0 = Or better (default) - price improvement allowed  = Strict – limit is a strict limit2 = Or worse – for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range)</Desc>
<AbbrName>LimitTyp</AbbrName>
<OverrideXMLName>LmtTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>838</Tag>
<FieldName>PegRoundDirection</FieldName>
<Type>int</Type>
<Desc>If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressiveValid Values = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick</Desc>
<AbbrName>RndDir</AbbrName>
<OverrideXMLName>RndDir</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>839</Tag>
<FieldName>PeggedPrice</FieldName>
<Type>Price</Type>
<Desc>The price the order is currently pegged at</Desc>
<AbbrName>PeggedPx</AbbrName>
<OverrideXMLName>PeggedPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>840</Tag>
<FieldName>PegScope</FieldName>
<Type>int</Type>
<Desc>The scope of the pegValid values: = Local (Exchange, ECN, ATS)2 = National3 = Global4 = National excluding local</Desc>
<AbbrName>Scope</AbbrName>
<OverrideXMLName>Scope</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>841</Tag>
<FieldName>DiscretionMoveType</FieldName>
<Type>int</Type>
<Desc>Describes whether discretionay price is static or floatsValid Values0 = Floating (default) = Fixed</Desc>
<AbbrName>MoveTyp</AbbrName>
<OverrideXMLName>MoveTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>842</Tag>
<FieldName>DiscretionOffsetType</FieldName>
<Type>int</Type>
<Desc>Type of Discretion Offset valueValid Values0 = Price (default) = Basis Points2 = Ticks3 = Price Tier / Level</Desc>
<AbbrName>OfstTyp</AbbrName>
<OverrideXMLName>OfstTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>843</Tag>
<FieldName>DiscretionLimitType</FieldName>
<Type>int</Type>
<Desc>Type of Discretion LimitValid Values0 = Or better (default) - price improvement allowed  = Strict – limit is a strict limit2 = Or worse – for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range)</Desc>
<AbbrName>LimitTyp</AbbrName>
<OverrideXMLName>LimitTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>844</Tag>
<FieldName>DiscretionRoundDirection</FieldName>
<Type>int</Type>
<Desc>If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressiveValid Values = More aggressive – on a buy order round the price up round up to the nearest tick, on a sell round down to the nearest tick2 = More passive – on a buy order round down to nearest tick on a sell order round up to nearest tick</Desc>
<AbbrName>RndDir</AbbrName>
<OverrideXMLName>RndDir</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>845</Tag>
<FieldName>DiscretionPrice</FieldName>
<Type>Price</Type>
<Desc>The current discretionary price of the order</Desc>
<AbbrName>DsctnPx</AbbrName>
<OverrideXMLName>DsctnPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>846</Tag>
<FieldName>DiscretionScope</FieldName>
<Type>int</Type>
<Desc>The scope of the discretionValid values: = Local (Exchange, ECN, ATS)2 = National3 = Global4 = National excluding local</Desc>
<AbbrName>Scope</AbbrName>
<OverrideXMLName>Scope</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>847</Tag>
<FieldName>TargetStrategy</FieldName>
<Type>int</Type>
<Desc>The target strategy of the orderExample Values = VWAP2 = Participate (i.e. aim to be x percent of the market volume)3 = Mininize market impact000+  = Reserved and available for bi-laterally agreed upon user defined values</Desc>
<AbbrName>TgtStrategy</AbbrName>
<OverrideXMLName>TgtStrategy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>848</Tag>
<FieldName>TargetStrategyParameters</FieldName>
<Type>String</Type>
<Desc>Field to allow further specification of the TargetStrategy – usage to be agreed between counterparties</Desc>
<AbbrName>TgtStrategyParameters</AbbrName>
<OverrideXMLName>TgtStrategyParameters</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>849</Tag>
<FieldName>ParticipationRate</FieldName>
<Type>Percentage</Type>
<Desc>For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume)</Desc>
<AbbrName>ParticipationRt</AbbrName>
<OverrideXMLName>ParticipationRt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>850</Tag>
<FieldName>TargetStrategyPerformance</FieldName>
<Type>float</Type>
<Desc>For communication of the performance of the order versus the target strategy</Desc>
<AbbrName>TgtStrategyPerformance</AbbrName>
<OverrideXMLName>TgtStrategyPerformance</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>851</Tag>
<FieldName>LastLiquidityInd</FieldName>
<Type>int</Type>
<Desc>Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity.  Applicable only for OrdStatus of Partial or Filled.Valid values: = Added Liquidity2 = Removed Liquidity3 = Liquidity Routed Out</Desc>
<AbbrName>LastLqdtyInd</AbbrName>
<OverrideXMLName>LastLqdtyInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>852</Tag>
<FieldName>PublishTrdIndicator</FieldName>
<Type>Boolean</Type>
<Desc>Indicates if a trade should be reported via a market reporting service.Valid values:Y = Report tradeN  = Do not report trade</Desc>
<AbbrName>PubTrdInd</AbbrName>
<OverrideXMLName>PubTrdInd</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>853</Tag>
<FieldName>ShortSaleReason</FieldName>
<Type>int</Type>
<Desc>Reason for short sale.Valid values:0 = Dealer Sold Short = Dealer Sold Short Exempt2 = Selling Customer Sold Short3 = Selling Customer Sold Short Exempt4 = Qualifed Service Representative (QSR) or Automatic Giveup (AGU) Contra Side Sold Short5 = QSR or AGU Contra Side Sold Short Exempt</Desc>
<AbbrName>ShrtSaleRsn</AbbrName>
<OverrideXMLName>ShrtSaleRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>854</Tag>
<FieldName>QtyType</FieldName>
<Type>int</Type>
<Desc>Type of quantity specified in a quantity field:Valid values:0 = Units (shares, par, currency) = Contracts (if used - should specify ContractMultiplier (tag 23))</Desc>
<AbbrName>QtyTyp</AbbrName>
<OverrideXMLName>QtyTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>855</Tag>
<FieldName>SecondaryTrdType</FieldName>
<Type>int</Type>
<Desc>Additional TrdType (see tag 828) assigned to a trade by trade match system.</Desc>
<AbbrName>ScndTrdTyp</AbbrName>
<OverrideXMLName>TrdTyp2</OverrideXMLName>
<BaseCatagory>TradeCapture</BaseCatagory>
<BaseCatagoryXMLName>TrdTyp2</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>856</Tag>
<FieldName>TradeReportType</FieldName>
<Type>int</Type>
<Desc>Type of Trade ReportValid values:0 = Submit = Alleged2 = Accept3 = Decline4 = Addendum5 = No/Was6 = Trade Report Cancel7 = Locked In Trade Break</Desc>
<AbbrName>RptTyp</AbbrName>
<OverrideXMLName>RptTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>857</Tag>
<FieldName>AllocNoOrdersType</FieldName>
<Type>int</Type>
<Desc>Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, i.e. by explicit definition in the NoOrders group or not.Value values:	0 = Not specified	 = Explicit list provided</Desc>
<AbbrName>NoOrdsTyp</AbbrName>
<OverrideXMLName>NoOrdsTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>858</Tag>
<FieldName>SharedCommission</FieldName>
<Type>Amt</Type>
<Desc>Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement.</Desc>
<AbbrName>SharedComm</AbbrName>
<OverrideXMLName>SharedComm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>859</Tag>
<FieldName>ConfirmReqID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a Confirmation Request message</Desc>
<AbbrName>CnfmReqID</AbbrName>
<OverrideXMLName>CnfmReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>860</Tag>
<FieldName>AvgParPx</FieldName>
<Type>Price</Type>
<Desc>Used to express average price as percent of par (used where AvgPx field is expressed in some other way)</Desc>
<AbbrName>AvgParPx</AbbrName>
<OverrideXMLName>AvgParPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>861</Tag>
<FieldName>ReportedPx</FieldName>
<Type>Price</Type>
<Desc>Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade)</Desc>
<AbbrName>RptedPx</AbbrName>
<OverrideXMLName>RptedPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>862</Tag>
<FieldName>NoCapacities</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of  repeating OrderCapacity entries.</Desc>
<AbbrName>NoCapacities</AbbrName>
<OverrideXMLName>NoCapacities</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>863</Tag>
<FieldName>OrderCapacityQty</FieldName>
<Type>Qty</Type>
<Desc>Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal)</Desc>
<AbbrName>CpctyQty</AbbrName>
<OverrideXMLName>CpctyQty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>864</Tag>
<FieldName>NoEvents</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of  repeating EventType entries.</Desc>
<AbbrName>NoEvents</AbbrName>
<OverrideXMLName>NoEvents</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>865</Tag>
<FieldName>EventType</FieldName>
<Type>int</Type>
<Desc>Code to represent the type of eventValid values: = Put2 = Call3 = Tender4 = Sinking Fund Call99 = Other</Desc>
<AbbrName>EventTyp</AbbrName>
<OverrideXMLName>EventTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>866</Tag>
<FieldName>EventDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Date of event</Desc>
<AbbrName>Dt</AbbrName>
<OverrideXMLName>Dt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>867</Tag>
<FieldName>EventPx</FieldName>
<Type>Price</Type>
<Desc>Predetermined price of issue at event, if applicable</Desc>
<AbbrName>Px</AbbrName>
<OverrideXMLName>Px</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>868</Tag>
<FieldName>EventText</FieldName>
<Type>String</Type>
<Desc>Comments related to the event.</Desc>
<AbbrName>Txt</AbbrName>
<OverrideXMLName>Txt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>869</Tag>
<FieldName>PctAtRisk</FieldName>
<Type>Percentage</Type>
<Desc>Percent at risk due to lowest possible call.</Desc>
<AbbrName>PctAtRisk</AbbrName>
<OverrideXMLName>PctAtRisk</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>870</Tag>
<FieldName>NoInstrAttrib</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of repeating InstrAttribType entries.</Desc>
<AbbrName>NoInstrAttrib</AbbrName>
<OverrideXMLName>NoInstrAttrib</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>871</Tag>
<FieldName>InstrAttribType</FieldName>
<Type>int</Type>
<Desc>Code to represent the type of instrument attributeValid values: = Flat (securities pay interest on a current basis but are traded without interest)2 = Zero coupon3 = Interest bearing (for Euro commercial paper when not issued at discount)4 = No periodic payments5 = Variable rate6 = Less fee for put7 = Stepped coupon8 = Coupon period (if not semi-annual). Supply redemption date in the InstrAttribValue (872) field9 = When [and if] issued0 = Original issue discount = Callable, puttable2 = Escrowed to Maturity3 = Escrowed to redemption date – callable. Supply redemption date in the InstrAttribValue (872) field4 = Prerefunded5 = In default6 = Unrated7 = Taxable8 = Indexed9 = Subject to Alternative Minimum Tax20 = Original issue discount price.  Supply price in the InstrAttribValue (872) field2 = Callable below maturity value22 = Callable without notice by mail to holder unless registered99 = Text.  Supply the text of the attribute or disclaimer in the InstrAttribValue (872) field</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>872</Tag>
<FieldName>InstrAttribValue</FieldName>
<Type>String</Type>
<Desc>Attribute value appropriate to the  InstrAttribType (87) field.</Desc>
<AbbrName>Val</AbbrName>
<OverrideXMLName>Val</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>873</Tag>
<FieldName>DatedDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The effective date of a new securities issue determined by its underwriters.  Often but not always the same as the Issue Date and the Interest Accrual Date</Desc>
<AbbrName>Dated</AbbrName>
<OverrideXMLName>Dated</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>874</Tag>
<FieldName>InterestAccrualDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates.  Often but not always the same as the Issue Date and the Dated Date</Desc>
<AbbrName>IntAcrl</AbbrName>
<OverrideXMLName>IntAcrl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>875</Tag>
<FieldName>CPProgram</FieldName>
<Type>int</Type>
<Desc>The program under which a commercial paper is issuedValid values: = 3(a)(3)2 = 4(2)99 = Other</Desc>
<AbbrName>CPPgm</AbbrName>
<OverrideXMLName>CPPgm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>876</Tag>
<FieldName>CPRegType</FieldName>
<Type>String</Type>
<Desc>The registration type of a commercial paper issuance</Desc>
<AbbrName>CPRegT</AbbrName>
<OverrideXMLName>CPRegT</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>877</Tag>
<FieldName>UnderlyingCPProgram</FieldName>
<Type>String</Type>
<Desc>The program under which the underlying commercial paper is issued</Desc>
<AbbrName>CPPgm</AbbrName>
<OverrideXMLName>CPPgm</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>878</Tag>
<FieldName>UnderlyingCPRegType</FieldName>
<Type>String</Type>
<Desc>The registration type of the underlying commercial paper issuance</Desc>
<AbbrName>CPRegTyp</AbbrName>
<OverrideXMLName>CPRegTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>879</Tag>
<FieldName>UnderlyingQty</FieldName>
<Type>Qty</Type>
<Desc>Unit amount of the underlying security (par, shares, currency, etc.)</Desc>
<AbbrName>Qty</AbbrName>
<OverrideXMLName>Qty</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>880</Tag>
<FieldName>TrdMatchID</FieldName>
<Type>String</Type>
<Desc>Identifier assigned to a trade by a matching system.</Desc>
<AbbrName>TrdMtchID</AbbrName>
<OverrideXMLName>TrdMtchID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>881</Tag>
<FieldName>SecondaryTradeReportRefID</FieldName>
<Type>String</Type>
<Desc>Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal).</Desc>
<AbbrName>ScndTrdRptRefID</AbbrName>
<OverrideXMLName>TrdRptRefID2</OverrideXMLName>
<BaseCatagory>TradeCapture</BaseCatagory>
<BaseCatagoryXMLName>RptRefID2</BaseCatagoryXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>882</Tag>
<FieldName>UnderlyingDirtyPrice</FieldName>
<Type>Price</Type>
<Desc>Price (percent-of-par or per unit) of the underlying security or basket.  “Dirty” means it includes accrued interest</Desc>
<AbbrName>DirtPx</AbbrName>
<OverrideXMLName>DirtPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>883</Tag>
<FieldName>UnderlyingEndPrice</FieldName>
<Type>Price</Type>
<Desc>Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.</Desc>
<AbbrName>EndPx</AbbrName>
<OverrideXMLName>EndPx</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>884</Tag>
<FieldName>UnderlyingStartValue</FieldName>
<Type>Amt</Type>
<Desc>Currency value attributed to this collateral at the start of the agreement</Desc>
<AbbrName>StartVal</AbbrName>
<OverrideXMLName>StartVal</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>885</Tag>
<FieldName>UnderlyingCurrentValue</FieldName>
<Type>Amt</Type>
<Desc>Currency value currently attributed to this collateral</Desc>
<AbbrName>CurVal</AbbrName>
<OverrideXMLName>CurVal</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>886</Tag>
<FieldName>UnderlyingEndValue</FieldName>
<Type>Amt</Type>
<Desc>Currency value attributed to this collateral at the end of the agreement</Desc>
<AbbrName>EndVal</AbbrName>
<OverrideXMLName>EndVal</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>887</Tag>
<FieldName>NoUnderlyingStips</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of underlying stipulation entries</Desc>
<AbbrName>NoUndStips</AbbrName>
<OverrideXMLName>NoUndStips</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>888</Tag>
<FieldName>UnderlyingStipType</FieldName>
<Type>String</Type>
<Desc>Type of stipulation.  Same values as StipulationType (233)</Desc>
<AbbrName>Typ</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>889</Tag>
<FieldName>UnderlyingStipValue</FieldName>
<Type>String</Type>
<Desc>Value of stipulation.  Same values as StipulationValue (234)</Desc>
<AbbrName>Val</AbbrName>
<OverrideXMLName>Val</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>890</Tag>
<FieldName>MaturityNetMoney</FieldName>
<Type>Amt</Type>
<Desc>Net Money at maturity if Zero Coupon and maturity value is different from par value</Desc>
<AbbrName>MatNetMny</AbbrName>
<OverrideXMLName>MatNetMny</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>891</Tag>
<FieldName>MiscFeeBasis</FieldName>
<Type>int</Type>
<Desc>Defines the unit for a miscellaneous fee.Value values:	0 = Absolute 	 = Per unit	2 = Percentage</Desc>
<AbbrName>Basis</AbbrName>
<OverrideXMLName>Basis</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>892</Tag>
<FieldName>TotNoAllocs</FieldName>
<Type>int</Type>
<Desc>Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation.</Desc>
<AbbrName>TotNoAllocs</AbbrName>
<OverrideXMLName>TotNoAllocs</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>893</Tag>
<FieldName>LastFragment</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security ListValid values:Y = Last messageN = Not last message</Desc>
<AbbrName>LastFragment</AbbrName>
<OverrideXMLName>LastFragment</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>894</Tag>
<FieldName>CollReqID</FieldName>
<Type>String</Type>
<Desc>Collateral Request Identifier</Desc>
<AbbrName>ReqID</AbbrName>
<OverrideXMLName>ReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>895</Tag>
<FieldName>CollAsgnReason</FieldName>
<Type>int</Type>
<Desc>Reason for Collateral AssignmentValue values:0 = Initial = Scheduled2 = Time Warning3 = Margin Deficiency4 = Margin Excess5 = Forward Collateral Demand6 = Event of default7 = Adverse tax event</Desc>
<AbbrName>AsgnRsn</AbbrName>
<OverrideXMLName>AsgnRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>896</Tag>
<FieldName>CollInquiryQualifier</FieldName>
<Type>int</Type>
<Desc>Collateral inquiry qualifiers:Value values:0 = TradeDate = GC Instrument2 = CollateralInstrument3 = Substitution Eligible4 = Not Assigned5 = Partially Assigned6 = Fully Assigned7 = Outstanding Trades (Today &lt; end date)</Desc>
<AbbrName>Qual</AbbrName>
<OverrideXMLName>Qual</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>897</Tag>
<FieldName>NoTrades</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of trades in repeating group.</Desc>
<AbbrName>NoTrds</AbbrName>
<OverrideXMLName>NoTrds</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>898</Tag>
<FieldName>MarginRatio</FieldName>
<Type>Percentage</Type>
<Desc>The fraction of the cash consideration that must be collateralized, expressed as a percent.  A MarginRatio of 02% indicates that the value of the collateral (after deducting for &quot;haircut&quot;) must exceed the cash consideration by 2%.</Desc>
<AbbrName>MgnRatio</AbbrName>
<OverrideXMLName>MgnRatio</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>899</Tag>
<FieldName>MarginExcess</FieldName>
<Type>Amt</Type>
<Desc>Excess margin amount (deficit if value is negative)</Desc>
<AbbrName>MgnExcess</AbbrName>
<OverrideXMLName>MgnExcess</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>900</Tag>
<FieldName>TotalNetValue</FieldName>
<Type>Amt</Type>
<Desc>TotalNetValue is determined as follows:At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (-haircut)).In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (-haircut)).</Desc>
<AbbrName>TotNetValu</AbbrName>
<OverrideXMLName>TotNetValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>901</Tag>
<FieldName>CashOutstanding</FieldName>
<Type>Amt</Type>
<Desc>Starting consideration less repayments</Desc>
<AbbrName>CshOutstanding</AbbrName>
<OverrideXMLName>CshOutstanding</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>902</Tag>
<FieldName>CollAsgnID</FieldName>
<Type>String</Type>
<Desc>Collateral Assignment Identifier</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>903</Tag>
<FieldName>CollAsgnTransType</FieldName>
<Type>int</Type>
<Desc>Collateral Assignment Transaction TypeValue values:0 = New = Replace2 = Cancel3 = Release4 = Reverse</Desc>
<AbbrName>TransTyp</AbbrName>
<OverrideXMLName>TransTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>904</Tag>
<FieldName>CollRespID</FieldName>
<Type>String</Type>
<Desc>Collateral Response Identifier</Desc>
<AbbrName>RespID</AbbrName>
<OverrideXMLName>RespID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>905</Tag>
<FieldName>CollAsgnRespType</FieldName>
<Type>int</Type>
<Desc>Collateral Assignment Response TypeValue values:0 = Received = Accepted2 = Declined3 = Rejected</Desc>
<AbbrName>RespTyp</AbbrName>
<OverrideXMLName>RespTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>906</Tag>
<FieldName>CollAsgnRejectReason</FieldName>
<Type>int</Type>
<Desc>Collateral Assignment Reject ReasonValue values:0 = Unknown deal (order / trade) = Unknown or invalid instrument2 = Unauthorized transaction3 = Insufficient collateral4 = Invalid type of collateral5 = Excessive substitution99 = Other</Desc>
<AbbrName>RejRsn</AbbrName>
<OverrideXMLName>RejRsn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>907</Tag>
<FieldName>CollAsgnRefID</FieldName>
<Type>String</Type>
<Desc>Collateral Assignment Identifier to which a transaction refers</Desc>
<AbbrName>RefID</AbbrName>
<OverrideXMLName>RefID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>908</Tag>
<FieldName>CollRptID</FieldName>
<Type>String</Type>
<Desc>Collateral Report Identifier</Desc>
<AbbrName>RptID</AbbrName>
<OverrideXMLName>RptID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>909</Tag>
<FieldName>CollInquiryID</FieldName>
<Type>String</Type>
<Desc>Collateral Inquiry Identifier</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>910</Tag>
<FieldName>CollStatus</FieldName>
<Type>int</Type>
<Desc>Collateral StatusValue values:0 = Unassigned = Partially Assigned2 = Assignment Proposed3 = Assigned (Accepted)4 = Challenged</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>911</Tag>
<FieldName>TotNumReports</FieldName>
<Type>int</Type>
<Desc>Total number or reports returned in response to a request</Desc>
<AbbrName>TotNumRpts</AbbrName>
<OverrideXMLName>TotNumRpts</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>912</Tag>
<FieldName>LastRptRequested</FieldName>
<Type>Boolean</Type>
<Desc>Indicates whether this message is that last report message in response to a request, such as Order Mass Status Request.Y = Last messageN = Not last message</Desc>
<AbbrName>LastRptReqed</AbbrName>
<OverrideXMLName>LastRptReqed</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>913</Tag>
<FieldName>AgreementDesc</FieldName>
<Type>String</Type>
<Desc>The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction.</Desc>
<AbbrName>AgmtDesc</AbbrName>
<OverrideXMLName>AgmtDesc</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>914</Tag>
<FieldName>AgreementID</FieldName>
<Type>String</Type>
<Desc>A common reference to the applicable standing agreement between the counterparties to a financing transaction.</Desc>
<AbbrName>AgmtID</AbbrName>
<OverrideXMLName>AgmtID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>915</Tag>
<FieldName>AgreementDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>A reference to the date the underlying agreement specified by AgreementID and  AgreementDesc was executed.</Desc>
<AbbrName>AgmtDt</AbbrName>
<OverrideXMLName>AgmtDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>916</Tag>
<FieldName>StartDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral</Desc>
<AbbrName>StartDt</AbbrName>
<OverrideXMLName>StartDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>917</Tag>
<FieldName>EndDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral</Desc>
<AbbrName>EndDt</AbbrName>
<OverrideXMLName>EndDt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>918</Tag>
<FieldName>AgreementCurrency</FieldName>
<Type>Currency</Type>
<Desc>Contractual currency forming the basis of a financing agreement and associated transactions.  Usually, but not always, the same as the trade currency.</Desc>
<AbbrName>AgmtCcy</AbbrName>
<OverrideXMLName>AgmtCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>919</Tag>
<FieldName>DeliveryType</FieldName>
<Type>int</Type>
<Desc>Identifies type of settlement0 = “Versus. Payment”: Deliver (if  Sell) or Receive (if Buy) vs. (Against) Payment  = “Free”: Deliver (if Sell) or Receive (if Buy) Free2 = Tri-Party3 = Hold In Custody</Desc>
<AbbrName>DlvryTyp</AbbrName>
<OverrideXMLName>DlvryTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>920</Tag>
<FieldName>EndAccruedInterestAmt</FieldName>
<Type>Amt</Type>
<Desc>Accrued Interest Amount applicable to a financing transaction on the End Date.</Desc>
<AbbrName>EndAcrdIntAmt</AbbrName>
<OverrideXMLName>EndAcrdIntAmt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>921</Tag>
<FieldName>StartCash</FieldName>
<Type>Amt</Type>
<Desc>Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.</Desc>
<AbbrName>StartCsh</AbbrName>
<OverrideXMLName>StartCsh</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>922</Tag>
<FieldName>EndCash</FieldName>
<Type>Amt</Type>
<Desc>Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.</Desc>
<AbbrName>EndCsh</AbbrName>
<OverrideXMLName>EndCsh</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>923</Tag>
<FieldName>UserRequestID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a User Request. </Desc>
<AbbrName>UserReqID</AbbrName>
<OverrideXMLName>UserReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>924</Tag>
<FieldName>UserRequestType</FieldName>
<Type>int</Type>
<Desc>Indicates the action required by a User Request MessageValid values: = LogOnUser2 = LogOffUser3 = ChangePasswordForUser4 = Request  Individual User Status</Desc>
<AbbrName>UserReqTyp</AbbrName>
<OverrideXMLName>UserReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>925</Tag>
<FieldName>NewPassword</FieldName>
<Type>String</Type>
<Desc>New Password or passphrase</Desc>
<AbbrName>NewPassword</AbbrName>
<OverrideXMLName>NewPassword</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>926</Tag>
<FieldName>UserStatus</FieldName>
<Type>int</Type>
<Desc>Indicates the status of a userValid values: = Logged In2 = Not Logged In3 = User Not Recognised4 = Password Incorrect5 = Password Changed6 = Other</Desc>
<AbbrName>UserStat</AbbrName>
<OverrideXMLName>UserStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>927</Tag>
<FieldName>UserStatusText</FieldName>
<Type>String</Type>
<Desc>A text description associated with a user status.</Desc>
<AbbrName>UserStatText</AbbrName>
<OverrideXMLName>UserStatText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>928</Tag>
<FieldName>StatusValue</FieldName>
<Type>int</Type>
<Desc>Indicates the status of a network connectionValid values: = Connected2 = Not connected – down expected up3 = Not connected – down expected down4 = In Process</Desc>
<AbbrName>StatValu</AbbrName>
<OverrideXMLName>StatValu</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>929</Tag>
<FieldName>StatusText</FieldName>
<Type>String</Type>
<Desc>A text description associated with a network status.</Desc>
<AbbrName>StatText</AbbrName>
<OverrideXMLName>StatText</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>930</Tag>
<FieldName>RefCompID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify a firm.</Desc>
<AbbrName>RefCompID</AbbrName>
<OverrideXMLName>RefCompID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>931</Tag>
<FieldName>RefSubID</FieldName>
<Type>String</Type>
<Desc>Assigned value used to identify specific elements within a firm.</Desc>
<AbbrName>RefSubID</AbbrName>
<OverrideXMLName>RefSubID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>932</Tag>
<FieldName>NetworkResponseID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a network response.</Desc>
<AbbrName>NtwkRspID</AbbrName>
<OverrideXMLName>NtwkRspID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>933</Tag>
<FieldName>NetworkRequestID</FieldName>
<Type>String</Type>
<Desc>Unique identifier for a network resquest.</Desc>
<AbbrName>NtwkReqID</AbbrName>
<OverrideXMLName>NtwkReqID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>934</Tag>
<FieldName>LastNetworkResponseID</FieldName>
<Type>String</Type>
<Desc>Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates.</Desc>
<AbbrName>LastNtwkRspID</AbbrName>
<OverrideXMLName>LastNtwkRspID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>935</Tag>
<FieldName>NetworkRequestType</FieldName>
<Type>int</Type>
<Desc>Indicates the type and level of details required for a Network Status Request Message Valid values: = Snapshot2 = Subscribe4 = Stop subscribing8 = Level of detail, then NoCompID’s becomes requiredBoolean logic applies EG If you want to subscribe for changes to certain id’s then UserRequestType =0 (8+2), Snapshot for certain ID’s = 9 (8+)</Desc>
<AbbrName>NtwkReqTyp</AbbrName>
<OverrideXMLName>NtwkReqTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>936</Tag>
<FieldName>NoCompIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of CompID entries in a repeating group.</Desc>
<AbbrName>NoCompIDs</AbbrName>
<OverrideXMLName>NoCompIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>937</Tag>
<FieldName>NetworkStatusResponseType</FieldName>
<Type>int</Type>
<Desc>Indicates the type of Network Response Message.Valid values: = Full2 = Incremental update</Desc>
<AbbrName>NtwkStatRspTyp</AbbrName>
<OverrideXMLName>NtwkStatRspTyp</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>938</Tag>
<FieldName>NoCollInquiryQualifier</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of CollInquiryQualifier entries in a repeating group.</Desc>
<AbbrName>NoCollInqQual</AbbrName>
<OverrideXMLName>NoCollInqQual</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>939</Tag>
<FieldName>TrdRptStatus</FieldName>
<Type>int</Type>
<Desc>Trade Report StatusValid values:0 = Accepted = Rejected</Desc>
<AbbrName>TrdRptStat</AbbrName>
<OverrideXMLName>TrdRptStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>940</Tag>
<FieldName>AffirmStatus</FieldName>
<Type>int</Type>
<Desc>Identifies the status of the ConfirmationAck.Valid values: = Received2 = Confirm rejected, i.e. not affirmed3 = Affirmed</Desc>
<AbbrName>AffirmStat</AbbrName>
<OverrideXMLName>AffirmStat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>941</Tag>
<FieldName>UnderlyingStrikeCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency in which the strike price of an underlying instrument is denominated</Desc>
<AbbrName>StrkCcy</AbbrName>
<OverrideXMLName>StrkCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>942</Tag>
<FieldName>LegStrikeCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency in which the strike price of a instrument leg of a multileg instrument is denominated</Desc>
<AbbrName>StrkCcy</AbbrName>
<OverrideXMLName>StrkCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>943</Tag>
<FieldName>TimeBracket</FieldName>
<Type>String</Type>
<Desc>A code that represents a time interval in which a fill or trade occurred.Required for US futures markets.</Desc>
<AbbrName>TmBkt</AbbrName>
<OverrideXMLName>TmBkt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>944</Tag>
<FieldName>CollAction</FieldName>
<Type>int</Type>
<Desc>Action proposed for an Underlying Instrument instance.Valid values:0 = Retain = Add2 = Remove</Desc>
<AbbrName>Actn</AbbrName>
<OverrideXMLName>Actn</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>945</Tag>
<FieldName>CollInquiryStatus</FieldName>
<Type>int</Type>
<Desc>Status of Collateral InquiryValid values:0 = Accepted = Accepted with Warnings2 = Completed 3 = Completed with Warnings4 = Rejected</Desc>
<AbbrName>Stat</AbbrName>
<OverrideXMLName>Stat</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>946</Tag>
<FieldName>CollInquiryResult</FieldName>
<Type>int</Type>
<Desc>Result returned in response to Collateral InquiryValid values:0 = Successful (Default) = Invalid or unknown instrument2 = Invalid or unknown collateral type3 = Invalid parties4 = Invalid Transport Type requested5 = Invalid Destination requested6 = No collateral found for the trade specified7 = No collateral found for the order specified8 = Collateral Inquiry type not supported9 = Unauthorized for collateral inquiry99 = Other (further information in Text (58) field)4000+ Reserved and available for bi-laterally agreed upon user-defined values</Desc>
<AbbrName>Rslt</AbbrName>
<OverrideXMLName>Rslt</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>947</Tag>
<FieldName>StrikeCurrency</FieldName>
<Type>Currency</Type>
<Desc>Currency in which the StrikePrice is denominated.</Desc>
<AbbrName>StrkCcy</AbbrName>
<OverrideXMLName>StrkCcy</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>948</Tag>
<FieldName>NoNested3PartyIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries</Desc>
<AbbrName>NoNst3PtyIDs</AbbrName>
<OverrideXMLName>NoNst3PtyIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>949</Tag>
<FieldName>Nested3PartyID</FieldName>
<Type>String</Type>
<Desc>PartyID value within a &quot;third instance&quot; Nested repeating group.   Same values as  PartyID (448)</Desc>
<AbbrName>ID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>950</Tag>
<FieldName>Nested3PartyIDSource</FieldName>
<Type>char</Type>
<Desc>PartyIDSource value within a &quot;third instance&quot; Nested repeating group.   Same values as  PartyIDSource (447)</Desc>
<AbbrName>IDSrc</AbbrName>
<OverrideXMLName>Src</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>951</Tag>
<FieldName>Nested3PartyRole</FieldName>
<Type>int</Type>
<Desc>PartyRole value within a &quot;third instance&quot; Nested repeating group.   Same values as  PartyRole (452)</Desc>
<AbbrName>Role</AbbrName>
<OverrideXMLName>R</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>952</Tag>
<FieldName>NoNested3PartySubIDs</FieldName>
<Type>NumInGroup</Type>
<Desc>Number of Nested3PartySubIDs (953) entries</Desc>
<AbbrName>NoNst3PtySubIDs</AbbrName>
<OverrideXMLName>NoNst3PtySubIDs</OverrideXMLName>
<NotReqXML>1</NotReqXML>
</Fields>
<Fields>
<Tag>953</Tag>
<FieldName>Nested3PartySubID</FieldName>
<Type>String</Type>
<Desc>PartySubID value within a &quot;third instance&quot; Nested repeating group.   Same values as  PartySubID (523)</Desc>
<AbbrName>SubID</AbbrName>
<OverrideXMLName>ID</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>954</Tag>
<FieldName>Nested3PartySubIDType</FieldName>
<Type>int</Type>
<Desc>PartySubIDType value within a &quot;third instance&quot; Nested repeating group.   Same values as  PartySubIDType (803)</Desc>
<AbbrName>SubIDTyp</AbbrName>
<OverrideXMLName>Typ</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>955</Tag>
<FieldName>LegContractSettlMonth</FieldName>
<Type>month-year</Type>
<Desc>Specifies when the contract (i.e. MBS/TBA) will settle.</Desc>
<AbbrName>CSetMo</AbbrName>
<OverrideXMLName>CSetMo</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
<Fields>
<Tag>956</Tag>
<FieldName>LegInterestAccrualDate</FieldName>
<Type>LocalMktDate</Type>
<Desc>The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates.  Often but not always the same as the Issue Date and the Dated Date</Desc>
<AbbrName>IntAcrl</AbbrName>
<OverrideXMLName>IntAcrl</OverrideXMLName>
<NotReqXML>0</NotReqXML>
</Fields>
</dataroot>
